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 130.09% 0.01 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 5'486 CHF 6'372 CHF 99.14% 99.14%
19.11.2024 101.83% 0.01 CHF 0.03 CHF 1'000'000 250'000 993'408 250'000 10'002 CHF 7'517 CHF 99.10% 99.10%
18.11.2024 104.82% 0.01 CHF 0.03 CHF 1'000'000 250'000 986'253 250'000 9'139 CHF 7'319 CHF 98.98% 98.98%
15.11.2024 133.33% 0.01 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 5'000 CHF 6'250 CHF 99.36% 99.36%
14.11.2024 133.33% 0.01 CHF 0.03 CHF 1'000'000 250'000 994'954 250'000 4'975 CHF 6'250 CHF 98.72% 98.72%
13.11.2024 133.33% 0.01 CHF 0.03 CHF 1'000'000 250'000 887'502 223'128 4'438 CHF 5'578 CHF 98.73% 98.73%
12.11.2024 133.33% 0.01 CHF 0.03 CHF 500'000 125'000 497'165 125'000 2'486 CHF 3'125 CHF 98.80% 98.80%
11.11.2024 146.61% 0.00 CHF 0.03 CHF 500'000 125'000 492'058 125'000 1'906 CHF 3'094 CHF 99.31% 99.31%
08.11.2024 144.83% 0.00 CHF 0.03 CHF 500'000 125'000 500'000 125'000 2'000 CHF 3'125 CHF 99.42% 99.42%
07.11.2024 144.48% 0.00 CHF 0.03 CHF 500'000 125'000 500'000 125'000 2'015 CHF 3'125 CHF 99.21% 99.21%

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