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 13.18% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 71'067 CHF 40'533 CHF 99.40% 99.40%
19.11.2024 14.67% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 63'486 CHF 36'743 CHF 96.73% 96.73%
18.11.2024 13.36% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 69'926 CHF 39'963 CHF 97.69% 97.69%
15.11.2024 9.68% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 420'291 100'813 CHF 46'019 CHF 96.51% 96.51%
14.11.2024 6.70% 0.14 CHF 0.15 CHF 900'000 300'000 900'000 300'000 130'131 CHF 46'377 CHF 99.33% 99.33%
13.11.2024 8.08% 0.12 CHF 0.13 CHF 1'000'000 400'000 999'653 399'653 118'827 CHF 51'500 CHF 98.78% 98.78%
12.11.2024 8.00% 0.12 CHF 0.13 CHF 1'000'000 400'000 996'750 396'750 119'604 CHF 51'556 CHF 99.38% 99.38%
11.11.2024 6.66% 0.13 CHF 0.14 CHF 900'000 300'000 900'000 300'000 130'867 CHF 46'622 CHF 99.37% 99.37%
08.11.2024 5.77% 0.15 CHF 0.16 CHF 900'000 300'000 900'000 300'000 151'576 CHF 53'525 CHF 99.35% 99.35%
07.11.2024 5.71% 0.17 CHF 0.18 CHF 900'000 300'000 899'924 299'975 153'196 CHF 54'065 CHF 98.67% 98.67%

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