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 74.82% 0.01 CHF 0.02 CHF 1'000'000 250'000 994'459 250'000 8'722 CHF 4'694 CHF 99.38% 99.38%
19.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 996'714 250'000 9'967 CHF 5'000 CHF 99.30% 99.30%
18.11.2024 66.57% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'030 CHF 5'007 CHF 99.29% 99.29%
15.11.2024 64.58% 0.02 CHF 0.03 CHF 1'000'000 250'000 994'983 250'000 10'607 CHF 5'164 CHF 99.39% 99.39%
14.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 995'724 250'000 9'957 CHF 5'000 CHF 99.36% 99.36%
13.11.2024 65.36% 0.01 CHF 0.02 CHF 1'000'000 250'000 995'854 250'000 10'350 CHF 5'098 CHF 99.37% 99.37%
12.11.2024 50.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 989'316 250'000 14'840 CHF 6'250 CHF 99.05% 99.05%
11.11.2024 46.80% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 16'598 CHF 6'650 CHF 99.23% 99.23%
08.11.2024 33.21% 0.03 CHF 0.04 CHF 1'000'000 250'000 993'060 250'000 24'992 CHF 8'791 CHF 99.38% 99.38%
07.11.2024 30.19% 0.03 CHF 0.04 CHF 1'000'000 250'000 996'151 250'000 28'185 CHF 9'575 CHF 99.26% 99.26%

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