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 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%
19.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 994'186 250'000 9'942 CHF 5'000 CHF 99.27% 99.27%
18.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 995'843 250'000 9'958 CHF 5'000 CHF 99.30% 99.30%
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 99.39% 99.39%
14.11.2024 66.54% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'039 CHF 5'010 CHF 99.39% 99.39%
13.11.2024 65.30% 0.01 CHF 0.02 CHF 1'000'000 250'000 992'999 250'000 10'339 CHF 5'102 CHF 99.39% 99.39%
12.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 993'581 250'000 9'936 CHF 5'000 CHF 99.09% 99.09%
11.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 995'329 250'000 9'953 CHF 5'000 CHF 99.27% 99.27%
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 99.39% 99.39%
07.11.2024 62.07% 0.01 CHF 0.02 CHF 1'000'000 250'000 993'223 250'000 11'310 CHF 5'344 CHF 99.28% 99.28%

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