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 1'000'000 250'000 994'491 250'000 9'945 CHF 5'000 CHF 99.38% 99.38%
19.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 996'645 250'000 9'966 CHF 5'000 CHF 99.29% 99.29%
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 99.30% 99.30%
15.11.2024 66.35% 0.01 CHF 0.02 CHF 1'000'000 250'000 995'003 250'000 10'045 CHF 5'024 CHF 99.39% 99.39%
14.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 995'871 250'000 9'959 CHF 5'000 CHF 99.35% 99.35%
13.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 995'867 250'000 9'959 CHF 5'000 CHF 99.37% 99.37%
12.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 989'062 250'000 9'891 CHF 5'000 CHF 99.09% 99.09%
11.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 994'254 250'000 9'943 CHF 5'000 CHF 91.13% 91.13%
08.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 993'079 250'000 9'931 CHF 5'000 CHF 99.38% 99.38%
07.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 996'177 250'000 9'962 CHF 5'000 CHF 99.26% 99.26%

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