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
07.05.2024 65.80% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'323 CHF 10'162 CHF 99.20% 99.20%
06.05.2024 41.35% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 21'315 CHF 15'658 CHF 99.36% 99.36%
03.05.2024 25.46% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 34'899 CHF 22'450 CHF 99.23% 99.23%
02.05.2024 20.34% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 485'947 44'655 CHF 26'511 CHF 99.13% 99.13%
30.04.2024 6.96% 0.13 CHF 0.14 CHF 750'000 250'000 750'000 250'000 104'173 CHF 37'224 CHF 96.91% 96.91%
29.04.2024 7.83% 0.13 CHF 0.14 CHF 750'000 250'000 750'000 250'000 92'137 CHF 33'212 CHF 99.29% 99.29%
26.04.2024 7.69% 0.13 CHF 0.14 CHF 750'000 250'000 750'000 250'000 93'966 CHF 33'822 CHF 99.47% 99.47%
25.04.2024 6.95% 0.12 CHF 0.13 CHF 750'000 250'000 750'000 250'000 104'682 CHF 37'394 CHF 99.41% 99.41%
24.04.2024 8.95% 0.12 CHF 0.13 CHF 750'000 250'000 865'091 288'956 92'576 CHF 33'795 CHF 99.43% 99.43%
23.04.2024 7.98% 0.13 CHF 0.14 CHF 750'000 250'000 777'199 259'066 93'522 CHF 33'765 CHF 99.44% 99.44%

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