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 166.02% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'027 CHF 5'514 CHF 97.97% 97.97%
19.11.2024 161.57% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'226 CHF 5'613 CHF 87.56% 87.56%
18.11.2024 166.65% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'001 CHF 5'500 CHF 96.26% 96.26%
15.11.2024 166.48% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'008 CHF 5'504 CHF 96.53% 96.53%
14.11.2024 164.61% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'087 CHF 5'544 CHF 90.91% 90.91%
13.11.2024 139.03% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'262 CHF 6'131 CHF 83.92% 83.92%
12.11.2024 165.80% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'036 CHF 5'518 CHF 99.39% 99.39%
11.11.2024 166.37% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'013 CHF 5'506 CHF 96.66% 96.66%
08.11.2024 161.43% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'253 CHF 5'626 CHF 99.35% 99.35%
07.11.2024 165.84% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'036 CHF 5'518 CHF 69.17% 69.17%

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