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 18.78% 0.05 CHF 0.06 CHF 1'000'000 500'000 994'375 419'383 48'085 CHF 24'694 CHF 99.39% 99.39%
19.11.2024 15.50% 0.06 CHF 0.07 CHF 850'000 425'000 847'989 419'753 50'509 CHF 29'334 CHF 99.29% 99.29%
18.11.2024 18.29% 0.05 CHF 0.06 CHF 1'000'000 500'000 986'434 454'564 49'107 CHF 27'355 CHF 99.26% 99.26%
15.11.2024 16.85% 0.06 CHF 0.07 CHF 925'000 475'000 928'972 473'442 50'539 CHF 30'497 CHF 99.38% 99.38%
14.11.2024 15.93% 0.06 CHF 0.07 CHF 925'000 475'000 876'791 446'830 50'670 CHF 30'291 CHF 99.35% 99.35%
13.11.2024 12.77% 0.07 CHF 0.08 CHF 725'000 375'000 687'787 356'496 50'430 CHF 29'703 CHF 99.38% 99.38%
12.11.2024 13.73% 0.09 CHF 0.10 CHF 600'000 300'000 741'790 379'644 50'315 CHF 29'578 CHF 99.03% 99.03%
11.11.2024 21.98% 0.05 CHF 0.06 CHF 1'000'000 250'000 1'000'000 250'000 40'559 CHF 12'640 CHF 99.27% 99.27%
08.11.2024 20.70% 0.04 CHF 0.05 CHF 1'000'000 250'000 993'605 250'000 43'156 CHF 13'361 CHF 99.38% 99.38%
07.11.2024 22.22% 0.04 CHF 0.05 CHF 1'000'000 250'000 996'614 260'277 40'039 CHF 13'153 CHF 99.27% 99.27%

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