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 21.31% 0.04 CHF 0.05 CHF 1'000'000 250'000 995'440 250'000 41'837 CHF 13'011 CHF 99.38% 99.38%
19.11.2024 19.86% 0.05 CHF 0.06 CHF 1'000'000 250'000 999'892 284'702 45'422 CHF 15'903 CHF 98.58% 98.58%
18.11.2024 17.17% 0.06 CHF 0.07 CHF 925'000 475'000 950'613 483'053 50'628 CHF 30'571 CHF 99.26% 99.26%
15.11.2024 17.18% 0.06 CHF 0.07 CHF 925'000 475'000 947'601 482'533 50'446 CHF 30'524 CHF 99.37% 99.37%
14.11.2024 16.68% 0.06 CHF 0.07 CHF 925'000 475'000 925'900 475'038 50'877 CHF 30'854 CHF 99.37% 99.37%
13.11.2024 17.43% 0.05 CHF 0.06 CHF 1'000'000 500'000 956'700 485'527 50'125 CHF 30'311 CHF 99.36% 99.36%
12.11.2024 15.18% 0.06 CHF 0.07 CHF 850'000 425'000 828'498 420'078 50'461 CHF 29'789 CHF 99.07% 99.07%
11.11.2024 14.48% 0.06 CHF 0.07 CHF 850'000 425'000 787'332 403'900 50'444 CHF 29'927 CHF 99.27% 99.27%
08.11.2024 14.33% 0.06 CHF 0.07 CHF 850'000 425'000 773'802 398'919 50'153 CHF 29'852 CHF 99.38% 99.38%
07.11.2024 13.54% 0.07 CHF 0.08 CHF 725'000 375'000 737'187 380'452 50'768 CHF 30'012 CHF 99.27% 99.27%

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