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 136.15% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'376 CHF 6'188 CHF 88.19% 88.19%
19.11.2024 117.21% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 3'641 CHF 6'820 CHF 88.29% 88.29%
18.11.2024 127.29% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'881 CHF 6'441 CHF 89.48% 89.48%
15.11.2024 134.36% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'476 CHF 6'238 CHF 93.43% 93.43%
14.11.2024 124.41% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 3'068 CHF 6'534 CHF 90.25% 90.25%
13.11.2024 113.10% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 3'867 CHF 6'934 CHF 96.33% 96.33%
12.11.2024 105.13% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 4'580 CHF 7'290 CHF 94.53% 94.53%
11.11.2024 115.62% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 3'682 CHF 6'841 CHF 92.97% 92.97%
08.11.2024 95.92% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'471 CHF 7'736 CHF 95.79% 95.79%
07.11.2024 103.87% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 4'665 CHF 7'332 CHF 95.14% 95.14%

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