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
22.11.2024 166.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 96.15% 96.15%
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 93.27% 93.27%
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 96.91% 96.91%
18.11.2024 159.35% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'308 CHF 5'654 CHF 97.78% 97.78%
15.11.2024 147.11% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'835 CHF 5'917 CHF 94.04% 94.04%
14.11.2024 137.49% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'354 CHF 6'177 CHF 75.98% 95.66%
13.11.2024 119.20% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 3'418 CHF 6'709 CHF 97.73% 97.73%
12.11.2024 110.38% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 4'140 CHF 7'070 CHF 95.67% 95.67%
11.11.2024 103.64% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 4'675 CHF 7'338 CHF 93.59% 93.59%
08.11.2024 91.92% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'895 CHF 7'948 CHF 95.71% 95.71%

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