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 35.76% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 23'860 CHF 16'930 CHF 98.88% 98.88%
19.11.2024 23.46% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 38'642 CHF 24'321 CHF 98.56% 98.56%
18.11.2024 19.65% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 46'388 CHF 28'194 CHF 97.68% 97.68%
15.11.2024 19.21% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 47'513 CHF 28'757 CHF 97.90% 97.90%
14.11.2024 16.76% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 55'422 CHF 32'711 CHF 96.60% 96.60%
13.11.2024 11.08% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 415'451 87'465 CHF 40'131 CHF 98.89% 98.89%
12.11.2024 24.85% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 35'856 CHF 22'928 CHF 98.29% 98.29%
11.11.2024 20.04% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 45'410 CHF 27'705 CHF 98.83% 98.83%
08.11.2024 27.91% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 31'045 CHF 20'522 CHF 92.58% 92.58%
07.11.2024 22.99% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 38'799 CHF 24'399 CHF 97.61% 97.61%

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