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 99.17% 99.17%
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 99.17% 99.17%
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 99.23% 99.23%
15.11.2024 52.02% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 15'491 CHF 12'746 CHF 99.17% 99.17%
14.11.2024 46.85% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 17'433 CHF 13'717 CHF 99.16% 99.16%
13.11.2024 60.12% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 12'456 CHF 11'228 CHF 99.16% 99.16%
12.11.2024 45.77% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 17'837 CHF 13'918 CHF 99.16% 99.16%
11.11.2024 39.85% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'127 CHF 15'064 CHF 99.17% 99.17%
08.11.2024 37.75% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 21'971 CHF 15'986 CHF 99.17% 99.17%
07.11.2024 18.94% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 477'452 48'178 CHF 27'722 CHF 98.26% 98.26%

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