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 113.69% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 3'899 CHF 6'949 CHF 93.56% 93.56%
19.11.2024 101.36% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 4'971 CHF 7'486 CHF 96.32% 96.32%
18.11.2024 97.23% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 5'536 CHF 7'768 CHF 98.25% 98.25%
15.11.2024 82.74% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 7'141 CHF 8'571 CHF 93.99% 93.99%
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 18.41% 95.36%
13.11.2024 65.88% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'294 CHF 10'147 CHF 97.72% 97.72%
12.11.2024 50.15% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 15'031 CHF 12'515 CHF 96.59% 96.59%
11.11.2024 54.98% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 13'223 CHF 11'611 CHF 93.61% 93.61%
08.11.2024 44.21% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 17'668 CHF 13'834 CHF 95.69% 95.69%
07.11.2024 43.72% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 18'012 CHF 14'006 CHF 96.18% 96.18%

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