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 149.12% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'772 CHF 5'886 CHF 99.36% 99.36%
19.11.2024 147.34% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'969 CHF 5'985 CHF 96.68% 96.68%
18.11.2024 105.28% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 5'130 CHF 7'565 CHF 97.59% 97.59%
15.11.2024 70.38% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 9'512 CHF 9'756 CHF 96.48% 96.48%
14.11.2024 81.43% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 7'335 CHF 8'668 CHF 99.38% 99.38%
13.11.2024 75.30% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 8'322 CHF 9'161 CHF 99.39% 99.39%
12.11.2024 73.46% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 8'744 CHF 9'372 CHF 99.35% 99.35%
11.11.2024 67.69% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 9'858 CHF 9'929 CHF 99.38% 99.38%
08.11.2024 50.37% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 15'086 CHF 12'543 CHF 99.35% 99.35%
07.11.2024 30.43% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 29'182 CHF 19'591 CHF 98.51% 98.51%

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