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 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 993'296 250'000 4'966 CHF 3'750 CHF 99.38% 99.38%
19.11.2024 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 995'746 250'000 4'979 CHF 3'750 CHF 99.28% 99.28%
18.11.2024 94.92% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 5'762 CHF 3'941 CHF 99.26% 99.26%
15.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 994'076 250'000 9'941 CHF 5'000 CHF 99.38% 99.38%
14.11.2024 55.18% 0.01 CHF 0.02 CHF 1'000'000 250'000 994'468 250'000 13'366 CHF 5'862 CHF 99.36% 99.36%
13.11.2024 46.91% 0.02 CHF 0.03 CHF 1'000'000 250'000 994'635 250'000 16'465 CHF 6'636 CHF 99.39% 99.39%
12.11.2024 42.64% 0.02 CHF 0.03 CHF 1'000'000 250'000 995'164 250'000 18'651 CHF 7'181 CHF 99.07% 99.07%
11.11.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 996'721 250'000 19'934 CHF 7'500 CHF 99.28% 99.28%
08.11.2024 38.61% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 21'040 CHF 7'760 CHF 99.39% 99.39%
07.11.2024 34.64% 0.02 CHF 0.03 CHF 1'000'000 250'000 994'895 250'000 23'893 CHF 8'505 CHF 99.28% 99.28%

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