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 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'000 CHF 5'000 CHF 99.38% 99.38%
19.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'000 CHF 5'000 CHF 99.38% 99.38%
18.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'000 CHF 5'000 CHF 99.37% 99.37%
15.11.2024 54.19% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 249'996 14'680 CHF 6'170 CHF 99.36% 99.36%
14.11.2024 43.89% 0.02 CHF 0.03 CHF 1'000'000 200'000 1'000'000 247'156 18'541 CHF 7'050 CHF 99.38% 99.38%
13.11.2024 66.20% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 10'174 CHF 5'043 CHF 99.38% 99.38%
12.11.2024 60.89% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 12'166 CHF 5'541 CHF 99.15% 99.15%
11.11.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 200'000 1'000'000 208'602 20'000 CHF 6'258 CHF 99.38% 99.38%
08.11.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 200'000 1'000'000 237'600 20'000 CHF 7'128 CHF 99.38% 99.38%
07.11.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 200'000 1'000'000 200'000 20'000 CHF 6'000 CHF 96.22% 96.22%

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