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 90.27% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 6'323 CHF 8'162 CHF 99.26% 99.26%
19.11.2024 72.20% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 8'937 CHF 9'468 CHF 88.74% 88.74%
18.11.2024 69.36% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 9'487 CHF 9'744 CHF 97.51% 97.51%
15.11.2024 72.12% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 8'999 CHF 9'500 CHF 96.43% 96.43%
14.11.2024 103.13% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 4'811 CHF 7'406 CHF 99.27% 99.27%
13.11.2024 86.43% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 6'598 CHF 8'299 CHF 99.26% 99.26%
12.11.2024 92.71% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'813 CHF 7'906 CHF 96.66% 96.66%
11.11.2024 109.55% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 4'231 CHF 7'115 CHF 99.02% 99.02%
08.11.2024 91.88% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'926 CHF 7'963 CHF 99.25% 99.25%
07.11.2024 76.59% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 8'138 CHF 9'069 CHF 98.52% 98.52%

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