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 28.74% 0.03 CHF 0.04 CHF 1'000'000 250'000 992'962 250'000 29'706 CHF 9'979 CHF 99.37% 99.37%
19.11.2024 24.43% 0.04 CHF 0.05 CHF 1'000'000 250'000 995'268 250'000 35'866 CHF 11'512 CHF 99.26% 99.26%
18.11.2024 22.42% 0.05 CHF 0.06 CHF 1'000'000 250'000 1'000'000 253'939 39'727 CHF 12'629 CHF 99.28% 99.28%
15.11.2024 17.69% 0.06 CHF 0.07 CHF 1'000'000 500'000 967'890 479'893 49'905 CHF 29'587 CHF 99.39% 99.39%
14.11.2024 22.25% 0.05 CHF 0.06 CHF 1'000'000 250'000 993'905 268'320 40'272 CHF 13'700 CHF 99.38% 99.38%
13.11.2024 18.05% 0.03 CHF 0.04 CHF 1'000'000 250'000 864'391 381'574 45'617 CHF 25'250 CHF 99.38% 99.38%
12.11.2024 10.21% 0.08 CHF 0.09 CHF 600'000 300'000 540'348 394'563 50'246 CHF 41'272 CHF 99.09% 99.09%
11.11.2024 9.42% 0.10 CHF 0.11 CHF 475'000 475'000 497'671 480'480 50'383 CHF 53'587 CHF 99.27% 99.27%
08.11.2024 9.07% 0.10 CHF 0.11 CHF 500'000 500'000 478'693 478'694 50'383 CHF 55'170 CHF 99.38% 99.38%
07.11.2024 6.19% 0.16 CHF 0.17 CHF 325'000 325'000 326'168 326'168 51'200 CHF 54'461 CHF 99.26% 99.26%

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