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 28.79% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 29'874 CHF 19'937 CHF 99.42% 99.42%
19.11.2024 28.90% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 29'759 CHF 19'879 CHF 96.70% 96.70%
18.11.2024 36.93% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 22'688 CHF 16'344 CHF 97.69% 97.69%
15.11.2024 40.19% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 20'062 CHF 15'031 CHF 96.45% 96.45%
14.11.2024 42.95% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 18'893 CHF 14'447 CHF 99.38% 99.38%
13.11.2024 40.40% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 19'849 CHF 14'924 CHF 99.04% 99.04%
12.11.2024 65.80% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'327 CHF 10'163 CHF 99.25% 99.25%
11.11.2024 55.82% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 14'068 CHF 12'034 CHF 99.35% 99.35%
08.11.2024 42.74% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 18'985 CHF 14'492 CHF 99.35% 99.35%
07.11.2024 30.01% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 28'742 CHF 19'371 CHF 98.74% 98.74%

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