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 85.40% 0.01 CHF 0.02 CHF 1'000'000 1'000'000 518'864 518'864 4'256 CHF 10'398 CHF 99.90% 99.90%
19.11.2024 78.28% 0.01 CHF 0.02 CHF 980'000 980'000 526'971 526'971 4'532 CHF 10'550 CHF 99.55% 99.55%
18.11.2024 88.68% 0.01 CHF 0.02 CHF 980'000 980'000 518'502 518'502 4'922 CHF 12'275 CHF 97.74% 97.74%
15.11.2024 48.85% 0.01 CHF 0.02 CHF 1'000'000 1'000'000 551'645 551'645 8'511 CHF 14'040 CHF 99.27% 99.27%
14.11.2024 60.94% 0.01 CHF 0.02 CHF 1'000'000 1'000'000 527'178 527'178 6'146 CHF 11'440 CHF 98.88% 98.88%
13.11.2024 64.79% 0.01 CHF 0.02 CHF 1'000'000 1'000'000 521'706 521'706 5'617 CHF 10'857 CHF 99.34% 99.34%
12.11.2024 91.22% 0.01 CHF 0.02 CHF 1'000'000 1'000'000 409'743 409'743 5'812 CHF 11'627 CHF 78.38% 96.71%
11.11.2024 61.87% 0.01 CHF 0.02 CHF 960'000 960'000 520'755 520'755 6'124 CHF 11'338 CHF 97.30% 97.30%
08.11.2024 36.80% 0.02 CHF 0.03 CHF 1'000'000 1'000'000 549'055 549'055 12'245 CHF 17'758 CHF 100.00% 100.00%
07.11.2024 24.23% 0.03 CHF 0.04 CHF 1'000'000 1'000'000 577'464 577'464 20'962 CHF 26'761 CHF 99.77% 99.77%

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