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 15.10% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 61'364 CHF 35'682 CHF 99.47% 99.47%
19.11.2024 15.90% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 58'140 CHF 34'070 CHF 96.70% 96.70%
18.11.2024 15.36% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 60'115 CHF 35'058 CHF 97.68% 97.68%
15.11.2024 12.62% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 75'213 CHF 42'607 CHF 96.55% 96.55%
14.11.2024 9.51% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 500'000 100'355 CHF 55'177 CHF 99.35% 99.35%
13.11.2024 11.27% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 84'027 CHF 47'014 CHF 98.80% 98.80%
12.11.2024 10.66% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 88'884 CHF 49'442 CHF 99.37% 99.37%
11.11.2024 9.61% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 99'178 CHF 54'589 CHF 99.38% 99.38%
08.11.2024 8.22% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 410'051 116'815 CHF 51'929 CHF 99.34% 99.34%
07.11.2024 8.07% 0.12 CHF 0.13 CHF 1'000'000 400'000 1'000'000 400'000 118'930 CHF 51'572 CHF 98.66% 98.66%

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