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 1'000'000 250'000 994'804 250'000 4'974 CHF 3'750 CHF 99.37% 99.37%
19.11.2024 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 5'000 CHF 3'750 CHF 99.30% 99.30%
18.11.2024 95.21% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 5'719 CHF 3'930 CHF 99.28% 99.28%
15.11.2024 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 995'240 250'000 4'976 CHF 3'750 CHF 99.39% 99.39%
14.11.2024 83.97% 0.01 CHF 0.02 CHF 1'000'000 250'000 996'193 250'000 7'385 CHF 4'351 CHF 99.34% 99.34%
13.11.2024 92.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 996'079 250'000 6'181 CHF 4'050 CHF 99.38% 99.38%
12.11.2024 70.40% 0.01 CHF 0.02 CHF 1'000'000 250'000 989'609 250'000 9'370 CHF 4'860 CHF 99.08% 99.08%
11.11.2024 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 5'000 CHF 3'750 CHF 99.30% 99.30%
08.11.2024 72.50% 0.01 CHF 0.02 CHF 1'000'000 250'000 993'275 250'000 9'057 CHF 4'781 CHF 99.38% 99.38%
07.11.2024 97.47% 0.01 CHF 0.02 CHF 1'000'000 250'000 996'426 250'000 5'362 CHF 3'845 CHF 99.26% 99.26%

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