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
22.11.2024 46.56% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 16'720 CHF 6'680 CHF 99.80% 99.80%
20.11.2024 63.79% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 10'863 CHF 5'216 CHF 99.80% 99.80%
19.11.2024 66.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 992'835 250'000 10'130 CHF 5'050 CHF 99.71% 99.71%
18.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'000 CHF 5'000 CHF 99.70% 99.70%
15.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'000 CHF 5'000 CHF 99.81% 99.81%
14.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'000 CHF 5'000 CHF 99.80% 99.80%
13.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'000 CHF 5'000 CHF 99.79% 99.79%
12.11.2024 61.30% 0.01 CHF 0.02 CHF 1'000'000 250'000 985'434 250'000 11'432 CHF 5'403 CHF 99.49% 99.49%
11.11.2024 66.13% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'161 CHF 5'040 CHF 99.71% 99.71%
08.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'000 CHF 5'000 CHF 99.80% 99.80%

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