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 72.59% 0.01 CHF 0.02 CHF 1'000'000 1'000'000 1'000'000 1'000'000 9'598 CHF 20'369 CHF 99.42% 99.42%
19.11.2024 78.61% 0.01 CHF 0.02 CHF 1'000'000 1'000'000 1'000'000 1'000'000 8'761 CHF 20'009 CHF 100.00% 100.00%
18.11.2024 74.48% 0.01 CHF 0.02 CHF 1'000'000 1'000'000 1'000'000 1'000'000 9'179 CHF 20'000 CHF 99.26% 99.26%
15.11.2024 76.11% 0.01 CHF 0.02 CHF 1'000'000 1'000'000 1'000'000 1'000'000 9'202 CHF 20'329 CHF 98.67% 98.67%
14.11.2024 56.05% 0.01 CHF 0.02 CHF 1'000'000 1'000'000 1'000'000 1'000'000 13'222 CHF 23'222 CHF 100.00% 100.00%
13.11.2024 107.47% 0.01 CHF 0.02 CHF 1'000'000 1'000'000 1'000'000 1'000'000 6'058 CHF 20'000 CHF 99.08% 99.08%
12.11.2024 85.73% 0.01 CHF 0.02 CHF 1'000'000 1'000'000 1'000'000 1'000'000 7'999 CHF 20'000 CHF 99.78% 99.78%
11.11.2024 120.22% 0.01 CHF 0.02 CHF 1'000'000 1'000'000 1'000'000 1'000'000 5'025 CHF 20'000 CHF 100.00% 100.00%
08.11.2024 163.64% 0.00 CHF 0.02 CHF 1'000'000 1'000'000 1'000'000 1'000'000 2'000 CHF 20'000 CHF 94.64% 100.00%
07.11.2024 163.64% 0.00 CHF 0.02 CHF 1'000'000 1'000'000 1'000'000 1'000'000 2'000 CHF 20'000 CHF 100.00% 100.00%

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