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 1'000'000 250'000 993'230 250'000 9'932 CHF 5'000 CHF 99.30% 99.30%
18.11.2024 66.22% 0.01 CHF 0.02 CHF 1'000'000 250'000 995'120 250'000 10'084 CHF 5'033 CHF 99.28% 99.28%
15.11.2024 65.96% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 10'213 CHF 5'053 CHF 99.39% 99.39%
14.11.2024 65.07% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'478 CHF 5'120 CHF 99.38% 99.38%
13.11.2024 52.19% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 14'344 CHF 6'086 CHF 99.38% 99.38%
12.11.2024 52.27% 0.01 CHF 0.02 CHF 1'000'000 250'000 992'900 250'000 14'213 CHF 6'080 CHF 99.03% 99.03%
11.11.2024 52.03% 0.02 CHF 0.03 CHF 1'000'000 250'000 994'718 250'000 14'313 CHF 6'098 CHF 99.24% 99.24%
08.11.2024 66.33% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'101 CHF 5'025 CHF 99.39% 99.39%
07.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 992'637 250'000 9'926 CHF 5'000 CHF 99.27% 99.27%

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