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 7.21% 0.15 CHF 0.16 CHF 900'000 300'000 994'362 394'362 133'300 CHF 56'759 CHF 99.40% 99.40%
19.11.2024 6.43% 0.14 CHF 0.15 CHF 1'000'000 400'000 922'162 322'162 138'720 CHF 51'646 CHF 96.77% 96.77%
18.11.2024 6.48% 0.15 CHF 0.16 CHF 1'000'000 400'000 965'856 365'856 144'285 CHF 58'300 CHF 97.73% 97.73%
15.11.2024 8.78% 0.14 CHF 0.15 CHF 1'000'000 400'000 995'825 395'825 111'065 CHF 47'976 CHF 96.49% 96.49%
14.11.2024 15.04% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 61'694 CHF 35'847 CHF 99.41% 99.41%
13.11.2024 12.05% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 499'972 78'178 CHF 44'086 CHF 98.98% 98.98%
12.11.2024 11.94% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 78'862 CHF 44'431 CHF 99.38% 99.38%
11.11.2024 15.23% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 60'747 CHF 35'373 CHF 99.37% 99.37%
08.11.2024 17.69% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 51'745 CHF 30'873 CHF 99.35% 99.35%
07.11.2024 17.02% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 54'158 CHF 32'079 CHF 98.67% 98.67%

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