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
22.11.2024 72.33% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 9'725 CHF 9'863 CHF 99.28% 99.28%
20.11.2024 70.77% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 9'240 CHF 9'620 CHF 99.10% 99.10%
19.11.2024 87.19% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 6'707 CHF 8'353 CHF 87.23% 87.23%
18.11.2024 112.08% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 3'956 CHF 6'978 CHF 97.32% 97.32%
15.11.2024 106.23% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 4'618 CHF 7'309 CHF 91.57% 91.57%
14.11.2024 24.58% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 36'080 CHF 23'040 CHF 99.03% 99.03%
13.11.2024 52.91% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 15'071 CHF 12'536 CHF 98.69% 98.69%
12.11.2024 45.28% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 17'140 CHF 13'570 CHF 99.33% 99.33%
11.11.2024 36.88% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 22'243 CHF 16'121 CHF 99.33% 99.33%
08.11.2024 33.94% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 24'955 CHF 17'477 CHF 98.18% 98.18%

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