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 1'000'000 250'000 993'334 250'000 4'967 CHF 3'750 CHF 99.37% 99.37%
19.11.2024 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 995'625 250'000 4'978 CHF 3'750 CHF 99.28% 99.28%
18.11.2024 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 5'000 CHF 3'750 CHF 99.31% 99.31%
15.11.2024 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 994'062 250'000 4'970 CHF 3'750 CHF 99.38% 99.38%
14.11.2024 80.94% 0.01 CHF 0.02 CHF 1'000'000 250'000 994'504 250'000 7'803 CHF 4'465 CHF 99.35% 99.35%
13.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 994'845 250'000 9'948 CHF 5'000 CHF 99.36% 99.36%
12.11.2024 66.64% 0.01 CHF 0.02 CHF 1'000'000 250'000 995'121 250'000 9'958 CHF 5'002 CHF 99.09% 99.09%
11.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 996'788 250'000 9'968 CHF 5'000 CHF 99.29% 99.29%
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 99.39% 99.39%
07.11.2024 66.62% 0.01 CHF 0.02 CHF 1'000'000 250'000 994'909 250'000 9'963 CHF 5'004 CHF 99.28% 99.28%

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