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 38.30% 0.03 CHF 0.04 CHF 1'000'000 250'000 991'744 250'000 21'088 CHF 7'818 CHF 99.11% 99.11%
19.11.2024 33.33% 0.03 CHF 0.04 CHF 1'000'000 250'000 987'159 250'000 24'679 CHF 8'750 CHF 98.69% 98.69%
18.11.2024 33.29% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 25'043 CHF 8'761 CHF 99.38% 99.38%
15.11.2024 30.86% 0.03 CHF 0.04 CHF 1'000'000 250'000 997'280 250'000 27'533 CHF 9'400 CHF 99.35% 99.35%
14.11.2024 33.28% 0.03 CHF 0.04 CHF 1'000'000 250'000 986'993 250'000 24'726 CHF 8'763 CHF 98.71% 98.71%
13.11.2024 33.33% 0.03 CHF 0.04 CHF 1'000'000 250'000 867'548 219'464 21'689 CHF 7'681 CHF 98.39% 98.39%
12.11.2024 32.44% 0.03 CHF 0.04 CHF 500'000 125'000 489'900 125'000 12'717 CHF 4'492 CHF 98.58% 98.58%
11.11.2024 28.58% 0.03 CHF 0.04 CHF 500'000 125'000 500'000 125'000 14'998 CHF 4'999 CHF 99.21% 99.21%
08.11.2024 25.01% 0.04 CHF 0.05 CHF 500'000 125'000 500'000 125'000 17'493 CHF 5'623 CHF 99.46% 99.46%
07.11.2024 22.19% 0.04 CHF 0.05 CHF 500'000 125'000 491'753 125'000 19'706 CHF 6'259 CHF 99.31% 99.31%

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