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 76.74% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 8'066 CHF 9'033 CHF 88.98% 88.98%
19.11.2024 67.79% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'008 CHF 10'004 CHF 95.02% 95.02%
18.11.2024 77.50% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 7'939 CHF 8'969 CHF 94.61% 94.61%
15.11.2024 60.92% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 11'461 CHF 10'731 CHF 93.23% 93.23%
14.11.2024 55.35% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 13'098 CHF 11'549 CHF 97.44% 97.44%
13.11.2024 53.36% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 13'828 CHF 11'914 CHF 98.72% 98.72%
12.11.2024 50.90% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 14'827 CHF 12'414 CHF 95.31% 95.31%
11.11.2024 57.89% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 12'288 CHF 11'144 CHF 95.33% 95.33%
08.11.2024 50.79% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 14'737 CHF 12'369 CHF 96.66% 96.66%
07.11.2024 50.89% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 14'709 CHF 12'355 CHF 97.42% 97.42%

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