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 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%
19.11.2024 94.41% 0.01 CHF 0.02 CHF 1'000'000 250'000 993'728 250'000 5'808 CHF 3'960 CHF 99.26% 99.26%
18.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 995'467 250'000 9'955 CHF 5'000 CHF 99.31% 99.31%
15.11.2024 67.79% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 9'832 CHF 4'958 CHF 99.38% 99.38%
14.11.2024 69.97% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 9'505 CHF 4'876 CHF 99.34% 99.34%
13.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 992'705 250'000 9'927 CHF 5'000 CHF 99.38% 99.38%
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 99.07% 99.07%
11.11.2024 50.11% 0.02 CHF 0.03 CHF 1'000'000 250'000 994'964 250'000 14'892 CHF 6'242 CHF 99.28% 99.28%
08.11.2024 50.32% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 14'909 CHF 6'227 CHF 99.39% 99.39%
07.11.2024 43.71% 0.02 CHF 0.03 CHF 1'000'000 250'000 992'912 250'000 18'068 CHF 7'046 CHF 99.28% 99.28%

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