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 37.80% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 21'925 CHF 15'962 CHF 97.25% 97.25%
19.11.2024 39.26% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 20'647 CHF 15'324 CHF 95.72% 95.72%
18.11.2024 29.75% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 28'966 CHF 19'483 CHF 92.66% 92.66%
15.11.2024 26.76% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 32'849 CHF 21'424 CHF 93.23% 93.23%
14.11.2024 29.54% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 30'140 CHF 20'070 CHF 98.75% 98.75%
13.11.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 94.96% 94.96%
12.11.2024 31.18% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 27'715 CHF 18'858 CHF 98.91% 98.91%
11.11.2024 22.23% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 39'992 CHF 24'996 CHF 92.92% 92.92%
08.11.2024 22.29% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 39'891 CHF 24'945 CHF 97.07% 97.07%
07.11.2024 21.08% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 42'834 CHF 26'417 CHF 98.64% 98.64%

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