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 0.03 CHF 500'000 75'000 500'000 75'000 5'000 CHF 2'250 CHF 10.68% 100.00%
19.11.2024 100.00% 0.01 CHF 0.03 CHF 500'000 75'000 499'995 75'000 5'000 CHF 2'250 CHF 70.17% 97.59%
18.11.2024 97.31% 0.01 CHF 0.03 CHF 500'000 75'000 498'390 67'178 5'382 CHF 2'037 CHF 71.58% 96.88%
15.11.2024 32.68% 0.02 CHF 0.04 CHF 500'000 50'000 500'000 50'000 17'084 CHF 2'325 CHF 75.93% 75.93%
14.11.2024 14.42% 0.08 CHF 0.09 CHF 500'000 50'000 500'000 50'000 36'640 CHF 4'229 CHF 99.44% 99.44%
13.11.2024 15.86% 0.08 CHF 0.09 CHF 500'000 50'000 500'000 49'818 32'781 CHF 3'827 CHF 98.88% 98.88%
12.11.2024 12.58% 0.09 CHF 0.10 CHF 500'000 50'000 499'813 50'000 40'319 CHF 4'568 CHF 87.66% 87.66%
11.11.2024 14.39% 0.07 CHF 0.08 CHF 500'000 50'000 500'000 50'000 37'431 CHF 4'319 CHF 98.45% 98.45%
08.11.2024 18.35% 0.07 CHF 0.08 CHF 500'000 50'000 500'000 50'000 29'022 CHF 3'486 CHF 100.00% 100.00%
07.11.2024 19.14% 0.06 CHF 0.07 CHF 500'000 75'000 477'766 72'384 27'022 CHF 4'852 CHF 98.36% 98.36%

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