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 72.51% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 8'930 CHF 9'465 CHF 99.39% 99.39%
19.11.2024 66.37% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'148 CHF 10'074 CHF 96.64% 96.64%
18.11.2024 73.68% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 8'617 CHF 9'308 CHF 97.61% 97.61%
15.11.2024 95.58% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'576 CHF 7'788 CHF 96.48% 96.48%
14.11.2024 92.11% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 5'922 CHF 7'961 CHF 99.37% 99.37%
13.11.2024 91.07% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 6'004 CHF 8'002 CHF 99.03% 99.03%
12.11.2024 104.55% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 4'592 CHF 7'296 CHF 99.25% 99.25%
11.11.2024 106.61% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 4'430 CHF 7'215 CHF 99.36% 99.36%
08.11.2024 74.64% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 8'705 CHF 9'352 CHF 99.35% 99.35%
07.11.2024 61.71% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 11'251 CHF 10'626 CHF 98.69% 98.69%

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