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 33.33% 0.03 CHF 0.04 CHF 1'000'000 250'000 994'129 250'000 24'853 CHF 8'750 CHF 99.39% 99.39%
19.11.2024 33.33% 0.03 CHF 0.04 CHF 1'000'000 250'000 996'395 250'000 24'910 CHF 8'750 CHF 99.28% 99.28%
18.11.2024 33.33% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 25'000 CHF 8'750 CHF 99.28% 99.28%
15.11.2024 33.33% 0.03 CHF 0.04 CHF 1'000'000 250'000 994'849 250'000 24'871 CHF 8'750 CHF 99.38% 99.38%
14.11.2024 33.33% 0.03 CHF 0.04 CHF 1'000'000 250'000 995'270 250'000 24'882 CHF 8'750 CHF 99.39% 99.39%
13.11.2024 33.33% 0.03 CHF 0.04 CHF 1'000'000 250'000 995'692 250'000 24'892 CHF 8'750 CHF 99.36% 99.36%
12.11.2024 33.33% 0.03 CHF 0.04 CHF 1'000'000 250'000 988'685 250'000 24'717 CHF 8'750 CHF 99.08% 99.08%
11.11.2024 33.33% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 25'000 CHF 8'750 CHF 99.29% 99.29%
08.11.2024 33.33% 0.03 CHF 0.04 CHF 1'000'000 250'000 992'861 250'000 24'822 CHF 8'750 CHF 99.38% 99.38%
07.11.2024 30.77% 0.03 CHF 0.04 CHF 1'000'000 250'000 995'859 250'000 27'592 CHF 9'424 CHF 99.24% 99.24%

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