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 99.36% 99.36%
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 96.88% 96.88%
18.11.2024 166.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 97.41% 97.41%
15.11.2024 166.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 96.36% 96.36%
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 99.27% 99.27%
13.11.2024 166.22% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'019 CHF 5'509 CHF 98.96% 98.96%
12.11.2024 165.93% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'031 CHF 5'516 CHF 99.34% 99.34%
11.11.2024 165.86% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'034 CHF 5'517 CHF 98.30% 98.30%
08.11.2024 159.82% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'288 CHF 5'644 CHF 98.17% 98.17%
07.11.2024 165.25% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'060 CHF 5'530 CHF 98.66% 98.66%

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