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 1'000'000 250'000 992'841 250'000 9'928 CHF 5'000 CHF 99.37% 99.37%
19.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 995'004 250'000 9'950 CHF 5'000 CHF 99.29% 99.29%
18.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 996'980 250'000 9'970 CHF 5'000 CHF 99.27% 99.27%
15.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 993'609 250'000 9'936 CHF 5'000 CHF 99.38% 99.38%
14.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 993'999 250'000 9'940 CHF 5'000 CHF 99.33% 99.33%
13.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 994'252 250'000 9'943 CHF 5'000 CHF 99.38% 99.38%
12.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 994'752 250'000 9'948 CHF 5'000 CHF 99.08% 99.08%
11.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 996'290 250'000 9'963 CHF 5'000 CHF 99.24% 99.24%
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%
07.11.2024 66.64% 0.01 CHF 0.02 CHF 1'000'000 250'000 994'430 250'000 9'951 CHF 5'002 CHF 99.26% 99.26%

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