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
29.05.2024 37.60% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 22'104 CHF 16'052 CHF 99.56% 99.56%
28.05.2024 29.64% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 29'063 CHF 19'531 CHF 95.40% 95.40%
27.05.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 98.92% 98.92%
24.05.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 99.54% 99.54%
23.05.2024 26.91% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 32'621 CHF 21'311 CHF 96.09% 96.09%
22.05.2024 39.07% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 20'818 CHF 15'409 CHF 99.59% 99.59%
21.05.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 96.36% 96.36%
17.05.2024 29.44% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 29'238 CHF 19'619 CHF 99.60% 99.60%
16.05.2024 28.76% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 29'839 CHF 19'920 CHF 96.08% 96.08%
15.05.2024 39.95% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'043 CHF 15'022 CHF 99.14% 99.14%

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