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 1'000'000 250'000 10'000 CHF 5'000 CHF 100.00% 100.00%
19.11.2024 66.29% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'114 CHF 5'029 CHF 99.90% 99.90%
18.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'000 CHF 5'000 CHF 99.92% 99.92%
15.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'000 CHF 5'000 CHF 100.00% 100.00%
14.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'000 CHF 5'000 CHF 99.98% 99.98%
13.11.2024 64.73% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'582 CHF 5'145 CHF 100.00% 100.00%
12.11.2024 64.97% 0.01 CHF 0.02 CHF 1'000'000 250'000 993'604 250'000 10'445 CHF 5'127 CHF 99.71% 99.71%
11.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'000 CHF 5'000 CHF 99.88% 99.88%
08.11.2024 66.11% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'168 CHF 5'042 CHF 100.00% 100.00%
07.11.2024 64.33% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 10'700 CHF 5'175 CHF 99.90% 99.90%

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