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 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 995'048 250'000 4'975 CHF 3'750 CHF 99.39% 99.39%
19.11.2024 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 5'000 CHF 3'750 CHF 99.26% 99.26%
18.11.2024 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 5'000 CHF 3'750 CHF 99.27% 99.27%
15.11.2024 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 995'790 250'000 4'979 CHF 3'750 CHF 99.39% 99.39%
14.11.2024 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 996'729 250'000 4'984 CHF 3'750 CHF 99.34% 99.34%
13.11.2024 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 996'690 250'000 4'983 CHF 3'750 CHF 99.36% 99.36%
12.11.2024 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 990'855 250'000 4'954 CHF 3'750 CHF 99.04% 99.04%
11.11.2024 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 5'000 CHF 3'750 CHF 99.27% 99.27%
08.11.2024 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 993'601 250'000 4'968 CHF 3'750 CHF 99.39% 99.39%
07.11.2024 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 996'959 250'000 4'985 CHF 3'750 CHF 99.24% 99.24%

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