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 99.36% 99.36%
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 96.67% 96.67%
18.11.2024 166.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 97.36% 97.36%
15.11.2024 164.15% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'107 CHF 5'553 CHF 95.98% 95.98%
14.11.2024 166.11% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'023 CHF 5'512 CHF 99.28% 99.28%
13.11.2024 127.66% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'871 CHF 6'435 CHF 98.76% 98.76%
12.11.2024 135.94% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'423 CHF 6'211 CHF 99.34% 99.34%
11.11.2024 152.89% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'612 CHF 5'806 CHF 98.30% 98.30%
08.11.2024 115.44% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 3'698 CHF 6'849 CHF 98.16% 98.16%
07.11.2024 123.11% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 3'139 CHF 6'569 CHF 98.65% 98.65%

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