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 66.67% 0.01 CHF 0.02 CHF 1'000'000 150'000 1'000'000 150'000 10'000 CHF 3'000 CHF 99.38% 99.38%
19.11.2024 31.53% 0.02 CHF 0.03 CHF 1'000'000 150'000 1'000'000 150'000 27'412 CHF 5'612 CHF 99.38% 99.38%
18.11.2024 38.82% 0.02 CHF 0.03 CHF 1'000'000 150'000 1'000'000 150'000 21'033 CHF 4'655 CHF 99.38% 99.38%
15.11.2024 38.14% 0.02 CHF 0.03 CHF 1'000'000 150'000 1'000'000 150'000 21'630 CHF 4'744 CHF 98.91% 98.91%
14.11.2024 39.64% 0.02 CHF 0.03 CHF 1'000'000 150'000 1'000'000 150'000 20'315 CHF 4'547 CHF 99.38% 99.38%
13.11.2024 28.42% 0.03 CHF 0.04 CHF 1'000'000 150'000 1'000'000 150'000 30'239 CHF 6'036 CHF 99.38% 99.38%
12.11.2024 32.64% 0.03 CHF 0.04 CHF 1'000'000 150'000 1'000'000 150'000 26'439 CHF 5'466 CHF 99.16% 99.16%
11.11.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 150'000 1'000'000 150'000 20'000 CHF 4'500 CHF 99.38% 99.38%
08.11.2024 38.55% 0.02 CHF 0.03 CHF 1'000'000 150'000 1'000'000 150'000 21'270 CHF 4'690 CHF 99.37% 99.37%
07.11.2024 39.75% 0.02 CHF 0.03 CHF 1'000'000 150'000 1'000'000 150'000 20'216 CHF 4'532 CHF 98.59% 98.59%

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