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 13.37% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 70'052 CHF 40'026 CHF 98.95% 98.95%
19.11.2024 14.43% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 65'090 CHF 37'545 CHF 98.27% 98.27%
18.11.2024 9.30% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 429'509 103'144 CHF 48'404 CHF 98.94% 98.94%
15.11.2024 7.83% 0.12 CHF 0.13 CHF 1'000'000 400'000 1'000'000 400'000 123'050 CHF 53'220 CHF 98.36% 98.36%
14.11.2024 8.17% 0.14 CHF 0.15 CHF 1'000'000 400'000 1'000'000 411'226 119'214 CHF 52'811 CHF 97.76% 97.76%
13.11.2024 9.40% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 462'727 102'869 CHF 51'659 CHF 98.94% 98.94%
12.11.2024 6.08% 0.15 CHF 0.16 CHF 1'000'000 400'000 996'449 403'312 162'126 CHF 69'251 CHF 97.72% 97.72%
11.11.2024 8.32% 0.13 CHF 0.14 CHF 1'000'000 400'000 1'000'000 445'384 118'790 CHF 56'436 CHF 98.64% 98.64%
08.11.2024 12.05% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 78'767 CHF 44'384 CHF 98.74% 98.74%
07.11.2024 10.30% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 92'427 CHF 51'214 CHF 98.11% 98.11%

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