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 86.11% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 6'650 CHF 8'325 CHF 88.22% 88.22%
19.11.2024 70.72% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 9'343 CHF 9'671 CHF 88.27% 88.27%
18.11.2024 78.94% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 7'708 CHF 8'854 CHF 89.44% 89.44%
15.11.2024 87.70% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 6'427 CHF 8'213 CHF 93.30% 93.30%
14.11.2024 83.17% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 7'070 CHF 8'535 CHF 90.21% 90.21%
13.11.2024 73.76% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 8'597 CHF 9'298 CHF 96.15% 96.15%
12.11.2024 72.19% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 8'921 CHF 9'461 CHF 94.51% 94.51%
11.11.2024 82.43% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 7'184 CHF 8'592 CHF 92.94% 92.94%
08.11.2024 64.84% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'484 CHF 10'242 CHF 95.70% 95.70%
07.11.2024 70.28% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 9'319 CHF 9'660 CHF 95.08% 95.08%

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