Qualitätsmerkmale Market Making

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
20.11.2024 115.79% 0.00 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 4'000 CHF 3'750 CHF 99.48% 99.48%
19.11.2024 115.79% 0.00 CHF 0.02 CHF 1'000'000 250'000 985'420 250'000 3'942 CHF 3'750 CHF 99.32% 99.32%
18.11.2024 115.79% 0.00 CHF 0.02 CHF 1'000'000 250'000 984'849 250'000 3'939 CHF 3'750 CHF 99.28% 99.28%
15.11.2024 115.79% 0.00 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 4'000 CHF 3'750 CHF 99.44% 99.44%
14.11.2024 115.79% 0.00 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 4'000 CHF 3'750 CHF 99.28% 99.28%
13.11.2024 115.79% 0.00 CHF 0.02 CHF 1'000'000 250'000 889'275 223'338 3'557 CHF 3'350 CHF 99.09% 99.09%
12.11.2024 115.79% 0.00 CHF 0.02 CHF 500'000 125'000 496'352 125'000 1'985 CHF 1'875 CHF 99.03% 99.03%
11.11.2024 115.79% 0.00 CHF 0.02 CHF 500'000 125'000 492'839 125'000 1'971 CHF 1'875 CHF 99.30% 99.30%
08.11.2024 115.79% 0.00 CHF 0.02 CHF 500'000 125'000 500'000 125'000 2'000 CHF 1'875 CHF 99.42% 99.42%
07.11.2024 115.70% 0.00 CHF 0.02 CHF 500'000 125'000 500'000 125'000 2'003 CHF 1'875 CHF 99.34% 99.34%

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