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 70.15% 0.01 CHF 0.02 CHF 1'000'000 250'000 994'807 250'000 9'426 CHF 4'869 CHF 99.37% 99.37%
19.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'000 CHF 5'000 CHF 99.30% 99.30%
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 99.28% 99.28%
15.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 995'243 250'000 9'952 CHF 5'000 CHF 99.39% 99.39%
14.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 996'181 250'000 9'962 CHF 5'000 CHF 99.35% 99.35%
13.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 996'003 250'000 9'960 CHF 5'000 CHF 99.39% 99.39%
12.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 989'534 250'000 9'895 CHF 5'000 CHF 99.09% 99.09%
11.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'000 CHF 5'000 CHF 99.30% 99.30%
08.11.2024 66.75% 0.01 CHF 0.02 CHF 1'000'000 250'000 993'280 250'000 9'921 CHF 4'997 CHF 99.38% 99.38%
07.11.2024 67.10% 0.01 CHF 0.02 CHF 1'000'000 250'000 996'443 250'000 9'900 CHF 4'984 CHF 99.27% 99.27%

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