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 166.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 98.95% 98.95%
19.11.2024 140.37% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'219 CHF 6'110 CHF 36.01% 95.01%
18.11.2024 104.93% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 4'679 CHF 7'339 CHF 99.09% 99.09%
15.11.2024 96.90% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'341 CHF 7'671 CHF 99.39% 99.39%
14.11.2024 96.14% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'438 CHF 7'719 CHF 98.24% 98.24%
13.11.2024 87.94% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 6'403 CHF 8'202 CHF 96.92% 96.92%
12.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 93.13% 93.13%
11.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 98.31% 98.31%
08.11.2024 66.61% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'021 CHF 10'010 CHF 93.11% 93.11%
07.11.2024 50.38% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 16'109 CHF 13'055 CHF 98.61% 98.61%

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