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 60.24% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 11'655 CHF 10'828 CHF 98.99% 98.99%
15.05.2024 40.31% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 19'884 CHF 14'942 CHF 94.75% 94.75%
14.05.2024 39.04% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 20'750 CHF 15'375 CHF 99.09% 99.09%
13.05.2024 49.84% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 15'973 CHF 12'986 CHF 98.78% 98.78%
10.05.2024 44.70% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 17'559 CHF 13'780 CHF 99.25% 99.25%
08.05.2024 21.23% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 50'257 CHF 30'128 CHF 93.34% 93.34%
07.05.2024 22.14% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'215 CHF 25'107 CHF 99.67% 99.67%
06.05.2024 20.35% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 44'642 CHF 27'321 CHF 99.55% 99.55%
03.05.2024 14.54% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 64'404 CHF 37'202 CHF 99.55% 99.55%
02.05.2024 12.64% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 74'422 CHF 42'211 CHF 99.59% 99.59%

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