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 154.33% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'518 CHF 5'759 CHF 97.65% 97.65%
19.11.2024 164.94% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'073 CHF 5'536 CHF 95.60% 95.60%
18.11.2024 166.66% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 96.27% 96.27%
15.11.2024 163.63% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'127 CHF 5'564 CHF 96.42% 96.42%
14.11.2024 152.80% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'582 CHF 5'791 CHF 22.68% 97.10%
13.11.2024 145.85% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'924 CHF 5'962 CHF 86.72% 97.79%
12.11.2024 165.57% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'046 CHF 5'523 CHF 92.63% 92.63%
11.11.2024 159.45% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'303 CHF 5'652 CHF 98.44% 98.44%
08.11.2024 164.84% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'077 CHF 5'538 CHF 96.33% 96.33%
07.11.2024 144.00% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'024 CHF 6'012 CHF 98.04% 98.04%

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