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 99.68% 99.68%
19.11.2024 58.52% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 13'054 CHF 11'527 CHF 99.25% 99.25%
18.11.2024 40.18% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 19'933 CHF 14'967 CHF 99.40% 99.40%
15.11.2024 62.43% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 11'590 CHF 10'795 CHF 99.39% 99.39%
14.11.2024 56.26% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 13'902 CHF 11'951 CHF 93.70% 98.22%
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 99.35% 99.35%
12.11.2024 43.35% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 18'743 CHF 14'372 CHF 93.14% 93.14%
11.11.2024 39.99% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'008 CHF 15'004 CHF 98.27% 98.27%
08.11.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 93.12% 93.12%
07.11.2024 33.06% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 26'068 CHF 18'034 CHF 98.61% 98.61%

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