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 122.22% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 3'210 CHF 6'605 CHF 99.40% 99.40%
19.11.2024 116.87% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 3'798 CHF 6'899 CHF 96.70% 96.70%
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 97.50% 97.50%
15.11.2024 159.84% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'287 CHF 5'644 CHF 96.18% 96.18%
14.11.2024 132.76% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'565 CHF 6'283 CHF 99.28% 99.28%
13.11.2024 125.91% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'990 CHF 6'495 CHF 98.91% 98.91%
12.11.2024 143.73% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'010 CHF 6'005 CHF 99.33% 99.33%
11.11.2024 161.47% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'218 CHF 5'609 CHF 99.37% 99.37%
08.11.2024 125.59% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 3'000 CHF 6'500 CHF 98.25% 98.25%
07.11.2024 116.20% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 3'646 CHF 6'823 CHF 98.64% 98.64%

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