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 39.52% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 20'417 CHF 15'209 CHF 99.35% 99.35%
19.11.2024 35.59% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 23'855 CHF 16'928 CHF 96.90% 96.90%
18.11.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 96.50% 96.50%
15.11.2024 39.97% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'026 CHF 15'013 CHF 96.40% 96.40%
14.11.2024 30.96% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 27'909 CHF 18'955 CHF 99.38% 99.38%
13.11.2024 28.18% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'613 CHF 20'307 CHF 98.94% 98.94%
12.11.2024 38.44% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 21'367 CHF 15'684 CHF 99.38% 99.38%
11.11.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 99.27% 99.27%
08.11.2024 39.97% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'022 CHF 15'011 CHF 99.36% 99.36%
07.11.2024 36.32% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 23'218 CHF 16'609 CHF 98.66% 98.66%

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