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 68.84% 0.01 CHF 0.02 CHF 1'000'000 250'000 993'199 250'000 9'606 CHF 4'918 CHF 99.38% 99.38%
19.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 980'953 250'000 9'810 CHF 5'000 CHF 99.28% 99.28%
18.11.2024 66.90% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 9'965 CHF 4'991 CHF 99.27% 99.27%
15.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 993'944 250'000 9'939 CHF 5'000 CHF 99.38% 99.38%
14.11.2024 66.06% 0.01 CHF 0.02 CHF 1'000'000 250'000 994'464 250'000 10'126 CHF 5'045 CHF 99.35% 99.35%
13.11.2024 65.36% 0.01 CHF 0.02 CHF 1'000'000 250'000 994'778 250'000 10'338 CHF 5'098 CHF 99.36% 99.36%
12.11.2024 60.42% 0.01 CHF 0.02 CHF 1'000'000 250'000 994'944 250'000 11'814 CHF 5'468 CHF 99.10% 99.10%
11.11.2024 49.60% 0.02 CHF 0.03 CHF 1'000'000 250'000 996'736 250'000 15'149 CHF 6'299 CHF 99.27% 99.27%
08.11.2024 46.97% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 16'513 CHF 6'628 CHF 99.37% 99.37%
07.11.2024 50.98% 0.02 CHF 0.03 CHF 1'000'000 250'000 994'994 250'000 14'694 CHF 6'192 CHF 99.19% 99.19%

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