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
22.11.2024 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 992'262 250'000 4'961 CHF 3'750 CHF 99.36% 99.36%
20.11.2024 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 994'723 250'000 4'974 CHF 3'750 CHF 99.37% 99.37%
19.11.2024 91.05% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 6'343 CHF 4'086 CHF 99.25% 99.25%
18.11.2024 75.01% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 8'749 CHF 4'687 CHF 99.24% 99.24%
15.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 995'319 250'000 9'953 CHF 5'000 CHF 99.37% 99.37%
14.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 996'056 250'000 9'961 CHF 5'000 CHF 99.35% 99.35%
13.11.2024 51.24% 0.02 CHF 0.03 CHF 1'000'000 250'000 995'959 250'000 14'566 CHF 6'157 CHF 99.39% 99.39%
12.11.2024 65.55% 0.02 CHF 0.03 CHF 1'000'000 250'000 989'529 250'000 10'230 CHF 5'084 CHF 99.07% 99.07%
11.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'000 CHF 5'000 CHF 99.24% 99.24%
08.11.2024 66.23% 0.01 CHF 0.02 CHF 1'000'000 250'000 993'228 250'000 10'065 CHF 5'033 CHF 99.38% 99.38%

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