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 1'000'000 500'000 1'000'000 500'000 10'100 CHF 10'050 CHF 98.03% 98.03%
19.11.2024 71.24% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 9'064 CHF 9'532 CHF 67.27% 98.43%
18.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 98.74% 98.74%
15.11.2024 66.58% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'034 CHF 10'017 CHF 87.97% 98.54%
14.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 50.57% 97.47%
13.11.2024 64.68% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'744 CHF 10'372 CHF 86.36% 98.83%
12.11.2024 64.23% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'912 CHF 10'456 CHF 98.56% 98.56%
11.11.2024 39.89% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'100 CHF 15'050 CHF 99.16% 99.16%
08.11.2024 39.96% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'034 CHF 15'017 CHF 98.50% 98.50%
07.11.2024 27.51% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 32'580 CHF 21'290 CHF 98.05% 98.05%

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