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 95.99% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'458 CHF 7'729 CHF 99.55% 99.55%
19.11.2024 97.06% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'374 CHF 7'687 CHF 98.76% 98.76%
18.11.2024 77.91% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 7'927 CHF 8'964 CHF 99.38% 99.38%
15.11.2024 63.88% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'846 CHF 10'423 CHF 99.41% 99.41%
14.11.2024 83.26% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 7'241 CHF 8'621 CHF 97.61% 97.61%
13.11.2024 121.44% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 3'286 CHF 6'643 CHF 99.34% 99.34%
12.11.2024 108.95% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 4'266 CHF 7'133 CHF 96.02% 96.02%
11.11.2024 74.80% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 8'439 CHF 9'220 CHF 99.06% 99.06%
08.11.2024 74.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 8'488 CHF 9'244 CHF 99.17% 99.17%
07.11.2024 36.30% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 22'718 CHF 16'359 CHF 98.60% 98.60%

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