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 24.89% 0.04 CHF 0.05 CHF 1'000'000 250'000 992'779 250'000 35'153 CHF 11'352 CHF 99.26% 99.26%
15.05.2024 16.95% 0.05 CHF 0.06 CHF 1'000'000 250'000 910'830 416'715 49'347 CHF 27'149 CHF 99.39% 99.39%
14.05.2024 18.84% 0.05 CHF 0.06 CHF 1'000'000 500'000 992'168 420'225 47'850 CHF 24'741 CHF 99.17% 99.17%
13.05.2024 25.45% 0.04 CHF 0.05 CHF 1'000'000 250'000 995'093 250'000 34'381 CHF 11'138 CHF 99.39% 99.39%
10.05.2024 22.56% 0.04 CHF 0.05 CHF 1'000'000 250'000 990'044 250'000 38'990 CHF 12'348 CHF 99.38% 99.38%
08.05.2024 19.84% 0.04 CHF 0.05 CHF 1'000'000 250'000 961'743 364'312 44'762 CHF 21'528 CHF 99.39% 99.39%
07.05.2024 13.55% 0.09 CHF 0.10 CHF 625'000 325'000 735'626 378'658 50'541 CHF 29'833 CHF 99.24% 99.24%
06.05.2024 15.90% 0.06 CHF 0.07 CHF 925'000 475'000 862'956 418'787 50'024 CHF 28'791 CHF 99.20% 99.20%
03.05.2024 20.39% 0.05 CHF 0.06 CHF 1'000'000 250'000 990'794 301'456 44'001 CHF 16'692 CHF 99.39% 99.39%
02.05.2024 19.88% 0.05 CHF 0.06 CHF 1'000'000 250'000 980'286 287'411 44'561 CHF 16'157 CHF 99.39% 99.39%

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