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 66.35% 0.01 CHF 0.02 CHF 1'000'000 250'000 985'770 250'000 9'883 CHF 5'024 CHF 99.00% 99.00%
19.11.2024 67.51% 0.01 CHF 0.02 CHF 1'000'000 250'000 997'803 250'000 9'851 CHF 4'968 CHF 96.33% 96.33%
18.11.2024 71.76% 0.01 CHF 0.02 CHF 1'000'000 250'000 987'746 250'000 9'139 CHF 4'809 CHF 96.88% 96.88%
15.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 995'045 250'000 9'950 CHF 5'000 CHF 98.31% 98.31%
14.11.2024 50.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 999'875 250'000 14'998 CHF 6'250 CHF 98.40% 98.40%
13.11.2024 39.75% 0.02 CHF 0.03 CHF 1'000'000 250'000 879'744 222'957 17'783 CHF 6'736 CHF 97.43% 97.43%
12.11.2024 41.68% 0.02 CHF 0.03 CHF 500'000 125'000 494'274 125'000 9'470 CHF 3'646 CHF 98.85% 98.85%
11.11.2024 40.24% 0.03 CHF 0.04 CHF 500'000 125'000 493'253 125'000 9'981 CHF 3'779 CHF 99.03% 99.03%
08.11.2024 48.93% 0.02 CHF 0.03 CHF 500'000 125'000 500'000 125'000 7'766 CHF 3'192 CHF 99.28% 99.28%
07.11.2024 57.11% 0.02 CHF 0.03 CHF 500'000 125'000 500'000 125'000 6'434 CHF 2'858 CHF 99.25% 99.25%

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