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 166.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 99.01% 99.01%
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 94.93% 94.93%
18.11.2024 165.33% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'061 CHF 5'531 CHF 98.89% 98.89%
15.11.2024 166.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 99.39% 99.39%
14.11.2024 166.21% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'019 CHF 5'510 CHF 98.25% 98.25%
13.11.2024 165.59% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'045 CHF 5'523 CHF 79.05% 96.90%
12.11.2024 160.02% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'320 CHF 5'660 CHF 93.13% 93.13%
11.11.2024 137.19% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'323 CHF 6'161 CHF 98.31% 98.31%
08.11.2024 111.20% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 4'001 CHF 7'001 CHF 93.12% 93.12%
07.11.2024 97.69% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'275 CHF 7'637 CHF 98.62% 98.62%

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