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 128.84% 0.01 CHF 0.03 CHF 50'000 50'000 33'535 30'090 251 CHF 903 CHF 93.97% 93.97%
19.11.2024 187.10% 0.00 CHF 0.03 CHF 50'000 50'000 29'797 29'797 30 CHF 894 CHF 99.68% 99.68%
18.11.2024 174.94% 0.00 CHF 0.03 CHF 50'000 50'000 32'115 32'115 61 CHF 963 CHF 67.19% 67.19%
15.11.2024 82.31% 0.01 CHF 0.04 CHF 50'000 50'000 480'490 29'795 8'344 CHF 1'192 CHF 99.69% 99.69%
14.11.2024 35.74% 0.02 CHF 0.04 CHF 500'000 50'000 500'000 27'873 14'059 CHF 1'115 CHF 91.60% 91.60%
13.11.2024 22.76% 0.04 CHF 0.05 CHF 500'000 50'000 496'269 30'547 20'046 CHF 1'551 CHF 90.89% 90.89%
12.11.2024 24.26% 0.03 CHF 0.04 CHF 500'000 50'000 500'000 29'252 18'449 CHF 1'342 CHF 87.58% 87.58%
11.11.2024 18.40% 0.06 CHF 0.07 CHF 500'000 50'000 499'999 28'841 25'076 CHF 1'780 CHF 97.55% 97.55%
08.11.2024 52.23% 0.04 CHF 0.05 CHF 500'000 50'000 500'000 29'885 12'204 CHF 1'232 CHF 98.65% 98.65%
07.11.2024 42.21% 0.01 CHF 0.03 CHF 500'000 50'000 500'000 29'934 9'816 CHF 898 CHF 97.64% 97.64%

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