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 1'000'000 250'000 993'555 250'000 9'936 CHF 5'000 CHF 99.28% 99.28%
18.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 995'477 250'000 9'955 CHF 5'000 CHF 99.30% 99.30%
15.11.2024 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%
14.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'000 CHF 5'000 CHF 99.34% 99.34%
13.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 992'818 250'000 9'928 CHF 5'000 CHF 99.36% 99.36%
12.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 993'236 250'000 9'932 CHF 5'000 CHF 99.06% 99.06%
11.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 994'948 250'000 9'949 CHF 5'000 CHF 99.31% 99.31%
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 60.78% 0.02 CHF 0.03 CHF 1'000'000 250'000 993'031 250'000 11'696 CHF 5'441 CHF 99.26% 99.26%

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