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
16.05.2024 12.19% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 77'305 CHF 43'653 CHF 98.88% 98.88%
15.05.2024 10.04% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 94'836 CHF 52'418 CHF 99.17% 99.17%
14.05.2024 10.72% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 88'457 CHF 49'229 CHF 98.40% 98.40%
13.05.2024 12.96% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 72'375 CHF 41'187 CHF 95.20% 95.20%
10.05.2024 11.76% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 80'000 CHF 45'000 CHF 98.92% 98.92%
08.05.2024 12.14% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 77'601 CHF 43'801 CHF 98.91% 98.91%
07.05.2024 11.02% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 85'998 CHF 47'999 CHF 98.89% 98.89%
06.05.2024 11.78% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 80'238 CHF 45'119 CHF 98.02% 98.02%
03.05.2024 13.37% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 69'806 CHF 39'903 CHF 98.60% 98.60%
02.05.2024 13.31% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 70'170 CHF 40'085 CHF 99.06% 99.06%

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