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 76.56% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 8'104 CHF 9'052 CHF 90.42% 90.42%
19.11.2024 78.23% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 7'980 CHF 8'990 CHF 95.57% 95.57%
18.11.2024 95.51% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'530 CHF 7'765 CHF 94.42% 94.42%
15.11.2024 83.82% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 7'003 CHF 8'502 CHF 94.68% 94.68%
14.11.2024 76.58% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 8'121 CHF 9'061 CHF 97.43% 97.43%
13.11.2024 76.08% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 8'178 CHF 9'089 CHF 96.77% 96.77%
12.11.2024 78.48% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 7'769 CHF 8'884 CHF 94.96% 94.96%
11.11.2024 81.43% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 7'321 CHF 8'661 CHF 95.51% 95.51%
08.11.2024 72.87% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 8'778 CHF 9'389 CHF 98.16% 98.16%
07.11.2024 72.18% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 8'923 CHF 9'462 CHF 97.69% 97.69%

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