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 63.02% 0.01 CHF 0.02 CHF 1'500'000 100'000 1'500'000 100'000 17'049 CHF 2'137 CHF 99.38% 99.38%
19.11.2024 60.98% 0.01 CHF 0.02 CHF 1'500'000 100'000 1'500'000 100'000 18'199 CHF 2'213 CHF 99.37% 99.37%
18.11.2024 66.67% 0.01 CHF 0.02 CHF 1'500'000 100'000 1'500'000 100'000 15'000 CHF 2'000 CHF 99.38% 99.38%
15.11.2024 65.52% 0.02 CHF 0.03 CHF 1'500'000 100'000 1'500'000 100'000 15'647 CHF 2'043 CHF 99.36% 99.36%
14.11.2024 66.67% 0.01 CHF 0.02 CHF 1'500'000 100'000 1'500'000 100'000 15'000 CHF 2'000 CHF 99.38% 99.38%
13.11.2024 66.67% 0.01 CHF 0.02 CHF 1'500'000 100'000 1'500'000 100'000 15'000 CHF 2'000 CHF 99.38% 99.38%
12.11.2024 66.67% 0.01 CHF 0.02 CHF 1'500'000 100'000 1'500'000 100'000 15'000 CHF 2'000 CHF 99.15% 99.15%
11.11.2024 66.67% 0.01 CHF 0.02 CHF 1'500'000 100'000 1'500'000 100'000 15'000 CHF 2'000 CHF 99.38% 99.38%
08.11.2024 66.67% 0.01 CHF 0.02 CHF 1'500'000 100'000 1'500'000 100'000 15'000 CHF 2'000 CHF 99.37% 99.37%
07.11.2024 63.69% 0.01 CHF 0.02 CHF 1'500'000 100'000 1'500'000 100'000 16'677 CHF 2'112 CHF 98.58% 98.58%

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