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 128.45% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'963 CHF 6'482 CHF 95.74% 98.90%
19.11.2024 83.01% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 7'240 CHF 8'620 CHF 98.54% 98.54%
18.11.2024 70.54% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 9'336 CHF 9'668 CHF 96.85% 96.85%
15.11.2024 70.00% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 9'540 CHF 9'770 CHF 97.91% 97.91%
14.11.2024 49.72% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 16'356 CHF 13'178 CHF 86.39% 97.30%
13.11.2024 26.60% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 34'646 CHF 22'323 CHF 98.89% 98.89%
12.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 93.92% 93.92%
11.11.2024 51.81% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 15'570 CHF 12'785 CHF 98.80% 98.80%
08.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 92.61% 92.61%
07.11.2024 65.13% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'575 CHF 10'288 CHF 97.60% 97.60%

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