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 1'000'000 250'000 992'865 250'000 4'964 CHF 3'750 CHF 99.38% 99.38%
19.11.2024 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 995'283 250'000 4'976 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 99.28% 99.28%
15.11.2024 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 993'585 250'000 4'968 CHF 3'750 CHF 99.39% 99.39%
14.11.2024 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 993'874 250'000 4'969 CHF 3'750 CHF 99.38% 99.38%
13.11.2024 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 994'405 250'000 4'972 CHF 3'750 CHF 99.37% 99.37%
12.11.2024 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 994'668 250'000 4'973 CHF 3'750 CHF 99.11% 99.11%
11.11.2024 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 996'476 250'000 4'982 CHF 3'750 CHF 99.29% 99.29%
08.11.2024 94.26% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 5'861 CHF 3'965 CHF 99.39% 99.39%
07.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 994'622 250'000 9'946 CHF 5'000 CHF 99.26% 99.26%

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