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 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 99.56% 99.56%
19.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 99.44% 99.44%
18.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 99.55% 99.55%
15.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 99.40% 99.40%
14.11.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 97.56% 97.56%
13.11.2024 34.87% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 24'491 CHF 17'246 CHF 99.38% 99.38%
12.11.2024 27.87% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 31'101 CHF 20'551 CHF 93.11% 93.11%
11.11.2024 20.13% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 496'012 45'172 CHF 27'347 CHF 99.37% 99.37%
08.11.2024 18.12% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 484'416 50'215 CHF 29'151 CHF 93.12% 93.12%
07.11.2024 18.60% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 497'641 48'961 CHF 29'339 CHF 98.59% 98.59%

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