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
17.06.2024 21.80% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 41'048 CHF 25'524 CHF 99.60% 99.60%
14.06.2024 20.06% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 45'359 CHF 27'680 CHF 99.68% 99.68%
13.06.2024 16.24% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 56'925 CHF 33'462 CHF 99.49% 99.49%
12.06.2024 13.65% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 68'466 CHF 39'233 CHF 99.53% 99.53%
11.06.2024 12.08% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 78'004 CHF 44'002 CHF 99.39% 99.39%
10.06.2024 11.38% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 83'164 CHF 46'582 CHF 99.58% 99.58%
07.06.2024 10.33% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 91'972 CHF 50'986 CHF 99.61% 99.61%
05.06.2024 10.72% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 88'423 CHF 49'212 CHF 99.55% 99.55%
04.06.2024 12.61% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 74'645 CHF 42'322 CHF 99.54% 99.54%
03.06.2024 15.75% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 59'158 CHF 34'579 CHF 93.28% 93.28%

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