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 99.91% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'037 CHF 7'518 CHF 88.94% 88.94%
19.11.2024 88.01% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 6'551 CHF 8'275 CHF 95.01% 95.01%
18.11.2024 99.17% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 5'111 CHF 7'556 CHF 94.44% 94.44%
15.11.2024 78.87% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 7'725 CHF 8'863 CHF 93.36% 93.36%
14.11.2024 71.25% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 9'058 CHF 9'529 CHF 97.45% 97.45%
13.11.2024 70.88% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 9'176 CHF 9'588 CHF 98.69% 98.69%
12.11.2024 65.90% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'299 CHF 10'149 CHF 95.21% 95.21%
11.11.2024 75.43% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 8'272 CHF 9'136 CHF 95.45% 95.45%
08.11.2024 64.79% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'466 CHF 10'233 CHF 96.61% 96.61%
07.11.2024 64.43% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'558 CHF 10'279 CHF 97.58% 97.58%

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