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 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 99.47% 99.47%
19.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 96.73% 96.73%
18.11.2024 43.95% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 18'520 CHF 14'260 CHF 97.62% 97.62%
15.11.2024 41.74% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 19'347 CHF 14'673 CHF 96.58% 96.58%
14.11.2024 59.66% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 12'628 CHF 11'314 CHF 99.35% 99.35%
13.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 99.38% 99.38%
12.11.2024 65.97% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'259 CHF 10'130 CHF 99.38% 99.38%
11.11.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 99.33% 99.33%
08.11.2024 37.64% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 22'065 CHF 16'032 CHF 99.34% 99.34%
07.11.2024 29.71% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 29'144 CHF 19'572 CHF 98.63% 98.63%

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