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
22.11.2024 70.71% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 9'196 CHF 9'598 CHF 98.25% 98.25%
20.11.2024 119.99% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 3'396 CHF 6'698 CHF 99.35% 99.35%
19.11.2024 119.34% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 3'424 CHF 6'712 CHF 96.27% 96.27%
18.11.2024 124.07% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 3'068 CHF 6'534 CHF 94.10% 94.10%
15.11.2024 108.74% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 4'341 CHF 7'170 CHF 91.43% 91.43%
14.11.2024 93.56% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'726 CHF 7'863 CHF 94.65% 94.65%
13.11.2024 99.25% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'093 CHF 7'547 CHF 83.49% 83.49%
12.11.2024 79.15% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 7'670 CHF 8'835 CHF 91.90% 91.90%
11.11.2024 71.39% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 9'054 CHF 9'527 CHF 82.28% 82.28%
08.11.2024 82.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 7'106 CHF 8'553 CHF 89.24% 89.24%

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