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 92.68% 0.01 CHF 0.02 CHF 1'000'000 250'000 994'718 250'000 6'071 CHF 4'024 CHF 99.36% 99.36%
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 99.26% 99.26%
18.11.2024 68.12% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 9'782 CHF 4'945 CHF 99.26% 99.26%
15.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 995'258 250'000 9'953 CHF 5'000 CHF 99.37% 99.37%
14.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 995'938 250'000 9'959 CHF 5'000 CHF 99.35% 99.35%
13.11.2024 68.44% 0.01 CHF 0.02 CHF 1'000'000 250'000 996'061 250'000 9'709 CHF 4'937 CHF 99.36% 99.36%
12.11.2024 50.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 989'496 250'000 14'842 CHF 6'250 CHF 99.06% 99.06%
11.11.2024 50.15% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 14'955 CHF 6'239 CHF 99.23% 99.23%
08.11.2024 50.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 993'094 250'000 14'896 CHF 6'250 CHF 99.39% 99.39%
07.11.2024 48.84% 0.02 CHF 0.03 CHF 1'000'000 250'000 996'365 250'000 15'526 CHF 6'395 CHF 99.24% 99.24%

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