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 98.72% 0.01 CHF 0.02 CHF 1'000'000 250'000 993'417 250'000 5'159 CHF 3'798 CHF 99.37% 99.37%
19.11.2024 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 995'632 250'000 4'978 CHF 3'750 CHF 98.59% 98.59%
18.11.2024 66.68% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 9'999 CHF 5'000 CHF 99.28% 99.28%
15.11.2024 83.12% 0.01 CHF 0.02 CHF 1'000'000 250'000 994'191 250'000 7'474 CHF 4'383 CHF 99.37% 99.37%
14.11.2024 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 994'418 250'000 4'972 CHF 3'750 CHF 99.38% 99.38%
13.11.2024 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 994'917 250'000 4'975 CHF 3'750 CHF 99.36% 99.36%
12.11.2024 99.97% 0.01 CHF 0.02 CHF 1'000'000 250'000 995'155 250'000 4'980 CHF 3'751 CHF 99.08% 99.08%
11.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'000 CHF 5'000 CHF 99.28% 99.28%
08.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 992'195 250'000 9'922 CHF 5'000 CHF 99.38% 99.38%
07.11.2024 56.96% 0.02 CHF 0.03 CHF 1'000'000 250'000 995'064 250'000 12'838 CHF 5'728 CHF 99.26% 99.26%

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