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 107.40% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 4'360 CHF 7'180 CHF 99.41% 99.41%
19.11.2024 115.35% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 3'767 CHF 6'884 CHF 96.68% 96.68%
18.11.2024 82.35% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 7'154 CHF 8'577 CHF 97.65% 97.65%
15.11.2024 82.32% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 7'161 CHF 8'581 CHF 96.57% 96.57%
14.11.2024 88.70% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 6'321 CHF 8'160 CHF 99.34% 99.34%
13.11.2024 96.89% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'342 CHF 7'671 CHF 99.32% 99.32%
12.11.2024 91.34% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 5'979 CHF 7'990 CHF 99.36% 99.36%
11.11.2024 66.92% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 9'962 CHF 9'981 CHF 99.33% 99.33%
08.11.2024 59.56% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 11'861 CHF 10'930 CHF 99.34% 99.34%
07.11.2024 50.52% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 15'024 CHF 12'512 CHF 98.64% 98.64%

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