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 163.64% 0.00 CHF 0.01 CHF 1'000'000 250'000 1'000'000 250'000 1'000 CHF 2'500 CHF 100.00% 100.00%
19.11.2024 163.64% 0.00 CHF 0.01 CHF 1'000'000 250'000 1'000'000 250'000 1'000 CHF 2'500 CHF 99.86% 99.86%
18.11.2024 163.64% 0.00 CHF 0.01 CHF 1'000'000 250'000 1'000'000 250'000 1'000 CHF 2'500 CHF 99.92% 99.92%
15.11.2024 163.64% 0.00 CHF 0.01 CHF 1'000'000 250'000 994'083 250'000 994 CHF 2'500 CHF 97.94% 97.94%
14.11.2024 104.43% 0.00 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 4'720 CHF 3'750 CHF 98.40% 98.40%
13.11.2024 104.73% 0.01 CHF 0.02 CHF 1'000'000 250'000 989'367 250'000 4'658 CHF 3'750 CHF 97.84% 97.84%
12.11.2024 62.08% 0.01 CHF 0.02 CHF 1'000'000 250'000 970'527 250'000 11'407 CHF 5'442 CHF 91.55% 91.55%
11.11.2024 50.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 15'000 CHF 6'250 CHF 99.90% 99.90%
08.11.2024 66.02% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'195 CHF 5'049 CHF 99.80% 99.80%
07.11.2024 53.59% 0.02 CHF 0.03 CHF 1'000'000 250'000 993'055 250'000 13'823 CHF 5'981 CHF 99.46% 99.46%

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