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 39.08% 0.02 CHF 0.03 CHF 1'000'000 250'000 987'341 250'000 20'533 CHF 7'700 CHF 98.97% 98.97%
28.05.2024 43.71% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 18'146 CHF 7'036 CHF 99.20% 99.20%
27.05.2024 40.14% 0.02 CHF 0.03 CHF 1'000'000 250'000 995'554 250'000 19'840 CHF 7'482 CHF 99.39% 99.39%
24.05.2024 41.69% 0.02 CHF 0.03 CHF 1'000'000 250'000 995'279 250'000 19'059 CHF 7'288 CHF 99.38% 99.38%
23.05.2024 48.08% 0.02 CHF 0.03 CHF 1'000'000 250'000 988'987 250'000 15'796 CHF 6'490 CHF 99.10% 99.10%
22.05.2024 39.60% 0.02 CHF 0.03 CHF 1'000'000 250'000 983'937 250'000 19'976 CHF 7'574 CHF 97.85% 97.85%
21.05.2024 33.45% 0.03 CHF 0.04 CHF 1'000'000 250'000 975'672 250'000 24'369 CHF 8'727 CHF 99.39% 99.39%
17.05.2024 29.48% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 255'319 29'212 CHF 10'029 CHF 99.05% 99.05%
16.05.2024 19.79% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 303'084 45'635 CHF 17'027 CHF 99.24% 99.24%
15.05.2024 27.18% 0.04 CHF 0.05 CHF 1'000'000 250'000 992'169 250'000 31'724 CHF 10'490 CHF 99.38% 99.38%

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