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 142.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'067 CHF 6'034 CHF 90.84% 90.84%
19.11.2024 124.35% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 3'065 CHF 6'532 CHF 96.19% 96.19%
18.11.2024 111.27% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 4'001 CHF 7'001 CHF 96.82% 96.82%
15.11.2024 108.11% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 4'270 CHF 7'135 CHF 95.58% 95.58%
14.11.2024 123.71% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 3'128 CHF 6'564 CHF 98.86% 98.86%
13.11.2024 135.89% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'398 CHF 6'199 CHF 98.86% 98.86%
12.11.2024 110.56% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 4'089 CHF 7'044 CHF 98.72% 98.72%
11.11.2024 98.29% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'218 CHF 7'609 CHF 98.67% 98.67%
08.11.2024 104.54% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 4'591 CHF 7'296 CHF 98.85% 98.85%
07.11.2024 99.62% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'101 CHF 7'551 CHF 98.21% 98.21%

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