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 157.83% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'443 CHF 5'721 CHF 99.29% 99.29%
19.11.2024 133.22% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'546 CHF 6'273 CHF 88.69% 88.69%
18.11.2024 125.54% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 3'032 CHF 6'516 CHF 97.48% 97.48%
15.11.2024 124.38% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 3'102 CHF 6'551 CHF 96.32% 96.32%
14.11.2024 161.21% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'232 CHF 5'616 CHF 99.32% 99.32%
13.11.2024 138.49% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'249 CHF 6'124 CHF 99.33% 99.33%
12.11.2024 145.84% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'875 CHF 5'937 CHF 99.25% 99.25%
11.11.2024 162.01% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'196 CHF 5'598 CHF 99.23% 99.23%
08.11.2024 140.00% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'160 CHF 6'080 CHF 99.27% 99.27%
07.11.2024 142.60% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'048 CHF 6'024 CHF 98.60% 98.60%

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