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 1'000'000 250'000 993'098 250'000 4'965 CHF 3'750 CHF 99.39% 99.39%
19.11.2024 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 981'238 250'000 4'906 CHF 3'750 CHF 99.24% 99.24%
18.11.2024 98.16% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 5'276 CHF 3'819 CHF 99.26% 99.26%
15.11.2024 85.91% 0.01 CHF 0.02 CHF 1'000'000 250'000 993'888 250'000 7'084 CHF 4'279 CHF 99.39% 99.39%
14.11.2024 97.75% 0.01 CHF 0.02 CHF 1'000'000 250'000 994'279 250'000 5'309 CHF 3'835 CHF 99.37% 99.37%
13.11.2024 71.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 994'736 250'000 9'197 CHF 4'812 CHF 99.36% 99.36%
12.11.2024 67.26% 0.01 CHF 0.02 CHF 1'000'000 250'000 995'064 250'000 9'861 CHF 4'978 CHF 99.06% 99.06%
11.11.2024 66.08% 0.01 CHF 0.02 CHF 1'000'000 250'000 996'661 250'000 10'144 CHF 5'044 CHF 99.28% 99.28%
08.11.2024 66.65% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'004 CHF 5'001 CHF 99.39% 99.39%
07.11.2024 66.33% 0.01 CHF 0.02 CHF 1'000'000 250'000 994'965 250'000 10'051 CHF 5'025 CHF 99.19% 99.19%

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