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 16.34% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 56'584 CHF 33'292 CHF 98.53% 98.53%
15.05.2024 15.53% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 59'589 CHF 34'795 CHF 92.97% 92.97%
14.05.2024 15.34% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 60'230 CHF 35'115 CHF 91.59% 91.59%
13.05.2024 18.15% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 50'131 CHF 30'066 CHF 85.91% 85.91%
10.05.2024 18.24% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 49'863 CHF 29'932 CHF 87.02% 87.02%
08.05.2024 20.10% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 45'244 CHF 27'622 CHF 97.75% 97.75%
07.05.2024 13.57% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 68'845 CHF 39'422 CHF 86.92% 86.92%
06.05.2024 13.32% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 70'093 CHF 40'047 CHF 85.89% 85.89%
03.05.2024 13.40% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 69'698 CHF 39'849 CHF 92.01% 92.01%
02.05.2024 13.31% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 70'150 CHF 40'075 CHF 92.03% 92.03%

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