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 96.91% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 5'385 CHF 7'692 CHF 90.79% 90.79%
19.11.2024 83.99% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 6'938 CHF 8'469 CHF 96.28% 96.28%
18.11.2024 76.52% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 8'095 CHF 9'048 CHF 96.69% 96.69%
15.11.2024 75.33% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 8'290 CHF 9'145 CHF 95.45% 95.45%
14.11.2024 83.96% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 6'950 CHF 8'475 CHF 98.86% 98.86%
13.11.2024 89.53% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 6'197 CHF 8'099 CHF 98.82% 98.82%
12.11.2024 75.19% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 8'345 CHF 9'173 CHF 98.71% 98.71%
11.11.2024 71.75% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 9'011 CHF 9'505 CHF 98.70% 98.70%
08.11.2024 74.87% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 8'373 CHF 9'187 CHF 98.86% 98.86%
07.11.2024 68.92% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 9'587 CHF 9'793 CHF 98.24% 98.24%

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