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
19.12.2024 158.73% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'333 CHF 5'667 CHF 96.21% 96.21%
18.12.2024 150.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'678 CHF 5'839 CHF 95.97% 95.97%
17.12.2024 121.75% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 3'319 CHF 6'660 CHF 96.33% 96.33%
16.12.2024 110.16% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 4'090 CHF 7'045 CHF 98.86% 98.86%
13.12.2024 97.37% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'296 CHF 7'648 CHF 98.03% 98.03%
12.12.2024 130.45% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'707 CHF 6'354 CHF 98.47% 98.47%
11.12.2024 122.10% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 3'235 CHF 6'618 CHF 95.68% 95.68%
10.12.2024 118.28% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 3'484 CHF 6'742 CHF 96.82% 96.82%
09.12.2024 147.37% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'848 CHF 5'924 CHF 98.25% 98.25%
06.12.2024 160.21% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'271 CHF 5'636 CHF 98.80% 98.80%

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