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 165.78% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'037 CHF 5'519 CHF 99.50% 99.50%
19.11.2024 166.58% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'004 CHF 5'502 CHF 98.82% 98.82%
18.11.2024 154.54% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'509 CHF 5'755 CHF 97.89% 99.23%
15.11.2024 154.08% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'535 CHF 5'767 CHF 94.82% 99.38%
14.11.2024 146.70% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'839 CHF 5'919 CHF 90.34% 97.76%
13.11.2024 114.77% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 3'784 CHF 6'892 CHF 99.38% 99.38%
12.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 93.14% 93.14%
11.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 99.37% 99.37%
08.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 93.13% 93.13%
07.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 98.62% 98.62%

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