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 55.83% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 14'063 CHF 12'031 CHF 90.87% 90.87%
19.11.2024 60.38% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 12'357 CHF 11'179 CHF 96.31% 96.31%
18.11.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 96.86% 96.86%
15.11.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 95.57% 95.57%
14.11.2024 52.75% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 15'218 CHF 12'609 CHF 98.88% 98.88%
13.11.2024 64.91% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'661 CHF 10'330 CHF 98.89% 98.89%
12.11.2024 39.99% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'006 CHF 15'003 CHF 98.72% 98.72%
11.11.2024 31.39% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 27'530 CHF 18'765 CHF 98.69% 98.69%
08.11.2024 38.22% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 21'555 CHF 15'777 CHF 98.84% 98.84%
07.11.2024 30.50% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 27'883 CHF 18'942 CHF 98.20% 98.20%

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