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 15.74% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 58'746 CHF 34'373 CHF 98.72% 98.72%
19.11.2024 15.33% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 60'256 CHF 35'128 CHF 96.44% 96.44%
18.11.2024 13.28% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 70'319 CHF 40'160 CHF 98.73% 98.73%
15.11.2024 13.48% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 69'289 CHF 39'644 CHF 98.26% 98.26%
14.11.2024 15.93% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 58'033 CHF 34'017 CHF 97.74% 97.74%
13.11.2024 18.18% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 50'000 CHF 30'000 CHF 98.93% 98.93%
12.11.2024 15.69% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 58'898 CHF 34'449 CHF 92.58% 92.58%
11.11.2024 15.48% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 59'661 CHF 34'830 CHF 98.94% 98.94%
08.11.2024 15.38% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 60'068 CHF 35'034 CHF 92.69% 92.69%
07.11.2024 12.58% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 74'830 CHF 42'415 CHF 98.03% 98.03%

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