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 81.99% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 7'315 CHF 8'657 CHF 97.97% 97.97%
19.11.2024 75.87% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 8'409 CHF 9'204 CHF 87.56% 87.56%
18.11.2024 91.31% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 6'082 CHF 8'041 CHF 96.22% 96.22%
15.11.2024 72.89% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 8'769 CHF 9'384 CHF 96.49% 96.49%
14.11.2024 75.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 8'250 CHF 9'125 CHF 90.91% 90.91%
13.11.2024 56.40% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 12'834 CHF 11'417 CHF 83.94% 83.94%
12.11.2024 84.73% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 6'851 CHF 8'425 CHF 99.39% 99.39%
11.11.2024 98.54% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'245 CHF 7'622 CHF 96.66% 96.66%
08.11.2024 81.56% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 7'421 CHF 8'711 CHF 99.36% 99.36%
07.11.2024 95.56% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'513 CHF 7'756 CHF 69.12% 69.12%

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