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 1'000'000 250'000 5'000 CHF 3'750 CHF 99.39% 99.39%
19.11.2024 80.32% 0.01 CHF 0.02 CHF 1'000'000 250'000 993'478 250'000 7'887 CHF 4'488 CHF 99.27% 99.27%
18.11.2024 91.59% 0.01 CHF 0.02 CHF 1'000'000 250'000 995'135 250'000 6'214 CHF 4'066 CHF 99.27% 99.27%
15.11.2024 92.84% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 6'073 CHF 4'018 CHF 99.38% 99.38%
14.11.2024 67.12% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 9'932 CHF 4'983 CHF 99.35% 99.35%
13.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 992'552 250'000 9'926 CHF 5'000 CHF 99.36% 99.36%
12.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 992'892 250'000 9'929 CHF 5'000 CHF 99.06% 99.06%
11.11.2024 67.60% 0.01 CHF 0.02 CHF 1'000'000 250'000 994'788 250'000 9'809 CHF 4'965 CHF 99.25% 99.25%
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 99.38% 99.38%
07.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 992'735 250'000 9'927 CHF 5'000 CHF 99.27% 99.27%

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