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 1'000'000 250'000 984'619 250'000 9'846 CHF 5'000 CHF 98.42% 98.42%
18.11.2024 89.90% 0.01 CHF 0.02 CHF 1'000'000 250'000 996'069 250'000 6'476 CHF 4'129 CHF 99.20% 99.20%
15.11.2024 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 5'000 CHF 3'750 CHF 99.39% 99.39%
14.11.2024 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 992'885 250'000 4'964 CHF 3'750 CHF 99.35% 99.35%
13.11.2024 98.56% 0.01 CHF 0.02 CHF 1'000'000 250'000 993'153 250'000 5'182 CHF 3'804 CHF 99.39% 99.39%
12.11.2024 88.46% 0.01 CHF 0.02 CHF 1'000'000 250'000 993'684 250'000 6'699 CHF 4'183 CHF 99.06% 99.06%
11.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 995'441 250'000 9'954 CHF 5'000 CHF 99.28% 99.28%
08.11.2024 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%
07.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 993'520 250'000 9'935 CHF 5'000 CHF 99.26% 99.26%

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