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 33.33% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 25'000 CHF 8'750 CHF 99.39% 99.39%
19.11.2024 32.95% 0.03 CHF 0.04 CHF 1'000'000 250'000 993'774 250'000 25'248 CHF 8'851 CHF 99.26% 99.26%
18.11.2024 28.49% 0.03 CHF 0.04 CHF 1'000'000 250'000 995'503 250'000 29'976 CHF 10'028 CHF 99.29% 99.29%
15.11.2024 25.88% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 33'769 CHF 10'942 CHF 99.38% 99.38%
14.11.2024 27.81% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 31'065 CHF 10'266 CHF 99.39% 99.39%
13.11.2024 26.01% 0.03 CHF 0.04 CHF 1'000'000 250'000 992'795 250'000 33'337 CHF 10'897 CHF 99.36% 99.36%
12.11.2024 22.84% 0.04 CHF 0.05 CHF 1'000'000 250'000 993'097 256'893 38'606 CHF 12'565 CHF 99.08% 99.08%
11.11.2024 19.23% 0.05 CHF 0.06 CHF 1'000'000 500'000 995'059 353'695 46'889 CHF 20'463 CHF 99.29% 99.29%
08.11.2024 19.04% 0.05 CHF 0.06 CHF 1'000'000 250'000 985'382 343'602 46'980 CHF 20'188 CHF 99.39% 99.39%
07.11.2024 16.33% 0.06 CHF 0.07 CHF 850'000 425'000 899'731 450'384 50'615 CHF 29'864 CHF 99.26% 99.26%

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