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 122.97% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 3'201 CHF 6'601 CHF 90.39% 90.39%
19.11.2024 125.68% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 3'085 CHF 6'543 CHF 95.59% 95.59%
18.11.2024 151.68% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'650 CHF 5'825 CHF 94.40% 94.40%
15.11.2024 131.10% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'721 CHF 6'360 CHF 94.70% 94.70%
14.11.2024 131.48% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'741 CHF 6'370 CHF 97.54% 97.54%
13.11.2024 134.66% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'466 CHF 6'233 CHF 96.77% 96.77%
12.11.2024 130.51% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'698 CHF 6'349 CHF 94.95% 94.95%
11.11.2024 136.89% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'348 CHF 6'174 CHF 95.45% 95.45%
08.11.2024 129.52% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'787 CHF 6'394 CHF 98.22% 98.22%
07.11.2024 124.63% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 3'096 CHF 6'548 CHF 97.72% 97.72%

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