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 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'000 CHF 5'000 CHF 99.38% 99.38%
19.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'000 CHF 5'000 CHF 99.38% 99.38%
18.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'000 CHF 5'000 CHF 99.38% 99.38%
15.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'000 CHF 5'000 CHF 99.36% 99.36%
14.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 200'000 1'000'000 248'926 10'000 CHF 4'979 CHF 99.38% 99.38%
13.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'000 CHF 5'000 CHF 99.38% 99.38%
12.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'000 CHF 5'000 CHF 99.15% 99.15%
11.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 200'000 1'000'000 206'401 10'000 CHF 4'128 CHF 99.38% 99.38%
08.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 200'000 1'000'000 217'428 10'000 CHF 4'349 CHF 99.37% 99.37%
07.11.2024 54.12% 0.01 CHF 0.02 CHF 1'000'000 200'000 1'000'000 179'204 14'704 CHF 4'317 CHF 96.22% 96.22%

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