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 70.92% 0.01 CHF 0.02 CHF 1'000'000 250'000 992'079 250'000 9'286 CHF 4'841 CHF 98.98% 98.98%
19.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 998'459 250'000 9'985 CHF 5'000 CHF 98.95% 98.95%
18.11.2024 66.26% 0.01 CHF 0.02 CHF 1'000'000 250'000 983'776 250'000 9'960 CHF 5'031 CHF 99.16% 99.16%
15.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 997'019 250'000 9'970 CHF 5'000 CHF 98.79% 98.79%
14.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 994'294 250'000 9'943 CHF 5'000 CHF 98.77% 98.77%
13.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 889'888 223'435 8'899 CHF 4'469 CHF 99.27% 99.27%
12.11.2024 66.67% 0.01 CHF 0.02 CHF 500'000 125'000 496'409 125'000 4'964 CHF 2'500 CHF 99.09% 99.09%
11.11.2024 66.67% 0.01 CHF 0.02 CHF 500'000 125'000 493'222 125'000 4'932 CHF 2'500 CHF 99.01% 99.01%
08.11.2024 66.67% 0.01 CHF 0.02 CHF 500'000 125'000 500'000 125'000 5'000 CHF 2'500 CHF 99.29% 99.29%
07.11.2024 55.45% 0.01 CHF 0.02 CHF 500'000 125'000 500'000 125'000 6'683 CHF 2'921 CHF 99.32% 99.32%

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