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
22.11.2024 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%
20.11.2024 66.91% 0.01 CHF 0.02 CHF 1'000'000 250'000 992'876 250'000 9'892 CHF 4'991 CHF 99.37% 99.37%
19.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 995'032 250'000 9'950 CHF 5'000 CHF 99.29% 99.29%
18.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 996'857 250'000 9'969 CHF 5'000 CHF 99.29% 99.29%
15.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 993'538 250'000 9'935 CHF 5'000 CHF 99.39% 99.39%
14.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 994'072 250'000 9'941 CHF 5'000 CHF 99.34% 99.34%
13.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 994'315 250'000 9'943 CHF 5'000 CHF 99.37% 99.37%
12.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 994'724 250'000 9'947 CHF 5'000 CHF 99.08% 99.08%
11.11.2024 67.60% 0.01 CHF 0.02 CHF 1'000'000 250'000 996'393 250'000 9'823 CHF 4'965 CHF 99.21% 99.21%
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%

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