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 13.37% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 69'864 CHF 39'932 CHF 98.50% 98.50%
19.11.2024 14.39% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 64'884 CHF 37'442 CHF 98.83% 98.83%
18.11.2024 12.00% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 78'504 CHF 44'252 CHF 98.77% 98.77%
15.11.2024 11.74% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 80'367 CHF 45'184 CHF 98.52% 98.52%
14.11.2024 13.53% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 69'029 CHF 39'515 CHF 97.45% 97.45%
13.11.2024 12.94% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 72'731 CHF 41'366 CHF 98.85% 98.85%
12.11.2024 11.55% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 81'892 CHF 45'946 CHF 98.55% 98.55%
11.11.2024 8.06% 0.11 CHF 0.12 CHF 1'000'000 400'000 1'000'000 400'000 119'118 CHF 51'647 CHF 98.83% 98.83%
08.11.2024 9.42% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 449'047 101'775 CHF 49'945 CHF 98.34% 98.34%
07.11.2024 6.47% 0.17 CHF 0.18 CHF 1'000'000 400'000 999'750 399'750 150'953 CHF 64'353 CHF 98.33% 98.33%

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