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 99.37% 99.37%
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 99.37% 99.37%
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 99.34% 99.34%
14.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'000 CHF 5'000 CHF 99.37% 99.37%
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 66.48% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'070 CHF 5'017 CHF 99.15% 99.15%
11.11.2024 66.65% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'007 CHF 5'002 CHF 99.13% 99.13%
08.11.2024 61.92% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 11'779 CHF 5'445 CHF 99.38% 99.38%
07.11.2024 41.07% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 19'597 CHF 7'399 CHF 98.56% 98.56%

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