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 166.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 97.30% 97.30%
19.11.2024 166.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 95.92% 95.92%
18.11.2024 165.69% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'041 CHF 5'520 CHF 94.79% 94.79%
15.11.2024 166.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 94.36% 94.36%
14.11.2024 166.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 98.67% 98.67%
13.11.2024 139.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'211 CHF 6'105 CHF 97.07% 97.07%
12.11.2024 164.64% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'085 CHF 5'543 CHF 97.43% 97.43%
11.11.2024 166.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 95.43% 95.43%
08.11.2024 160.35% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'269 CHF 5'635 CHF 96.80% 96.80%
07.11.2024 143.96% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'966 CHF 5'983 CHF 98.07% 98.07%

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