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 28.75% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 29'815 CHF 9'954 CHF 99.33% 99.33%
19.11.2024 32.76% 0.03 CHF 0.04 CHF 1'000'000 250'000 987'253 250'000 25'281 CHF 8'900 CHF 98.70% 98.70%
18.11.2024 37.70% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 21'726 CHF 7'932 CHF 99.25% 99.25%
15.11.2024 33.33% 0.03 CHF 0.04 CHF 1'000'000 250'000 997'623 250'000 24'947 CHF 8'752 CHF 99.35% 99.35%
14.11.2024 25.28% 0.03 CHF 0.04 CHF 1'000'000 250'000 984'002 250'000 34'045 CHF 11'151 CHF 99.27% 99.27%
13.11.2024 30.56% 0.04 CHF 0.05 CHF 1'000'000 250'000 864'034 219'695 24'638 CHF 8'455 CHF 99.14% 99.14%
12.11.2024 33.38% 0.03 CHF 0.04 CHF 500'000 125'000 488'012 125'000 12'181 CHF 4'370 CHF 99.09% 99.09%
11.11.2024 40.00% 0.02 CHF 0.03 CHF 500'000 125'000 500'000 125'000 10'000 CHF 3'750 CHF 99.12% 99.12%
08.11.2024 46.48% 0.02 CHF 0.03 CHF 500'000 125'000 500'000 125'000 8'379 CHF 3'345 CHF 99.29% 99.29%
07.11.2024 48.25% 0.02 CHF 0.03 CHF 500'000 125'000 491'842 125'000 7'796 CHF 3'235 CHF 99.29% 99.29%

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