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 166.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 90.93% 90.93%
19.11.2024 166.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 96.21% 96.21%
18.11.2024 166.47% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'008 CHF 5'504 CHF 96.77% 96.77%
15.11.2024 165.94% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'030 CHF 5'515 CHF 95.55% 95.55%
14.11.2024 166.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 98.89% 98.89%
13.11.2024 166.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 98.89% 98.89%
12.11.2024 166.66% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 98.73% 98.73%
11.11.2024 160.11% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'275 CHF 5'638 CHF 98.69% 98.69%
08.11.2024 166.64% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'001 CHF 5'501 CHF 98.84% 98.84%
07.11.2024 156.07% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'446 CHF 5'723 CHF 98.23% 98.23%

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