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 68.44% 98.87%
19.11.2024 52.73% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 499'953 15'227 CHF 12'612 CHF 98.55% 98.55%
18.11.2024 40.06% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 19'978 CHF 14'989 CHF 97.64% 97.64%
15.11.2024 41.37% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 19'485 CHF 14'743 CHF 97.89% 97.89%
14.11.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 97.30% 97.30%
13.11.2024 30.23% 0.02 CHF 0.03 CHF 1'000'000 500'000 999'954 500'000 28'723 CHF 19'362 CHF 98.91% 98.91%
12.11.2024 57.76% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 12'357 CHF 11'179 CHF 97.69% 97.69%
11.11.2024 50.14% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 14'973 CHF 12'487 CHF 98.80% 98.80%
08.11.2024 60.04% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 11'674 CHF 10'837 CHF 98.76% 98.76%
07.11.2024 54.70% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 499'781 13'395 CHF 11'693 CHF 97.61% 97.61%

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