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 5.31% 0.19 CHF 0.20 CHF 1'000'000 500'000 1'000'000 500'000 183'371 CHF 96'685 CHF 98.61% 98.61%
15.05.2024 4.39% 0.19 CHF 0.20 CHF 1'000'000 500'000 1'000'000 500'000 223'200 CHF 116'600 CHF 97.97% 97.97%
14.05.2024 3.93% 0.24 CHF 0.25 CHF 1'000'000 500'000 1'000'000 464'392 249'365 CHF 120'413 CHF 97.92% 97.92%
13.05.2024 3.90% 0.25 CHF 0.26 CHF 1'000'000 500'000 1'000'000 482'307 251'225 CHF 125'872 CHF 98.28% 98.28%
10.05.2024 3.65% 0.27 CHF 0.28 CHF 1'000'000 400'000 1'000'000 407'040 269'228 CHF 113'596 CHF 97.81% 97.81%
08.05.2024 3.62% 0.27 CHF 0.28 CHF 1'000'000 500'000 1'000'000 485'076 271'301 CHF 136'323 CHF 98.49% 98.49%
07.05.2024 3.70% 0.27 CHF 0.28 CHF 1'000'000 500'000 1'000'000 496'788 265'708 CHF 136'921 CHF 98.73% 98.73%
06.05.2024 3.45% 0.26 CHF 0.27 CHF 1'000'000 500'000 1'000'000 419'106 285'586 CHF 123'525 CHF 97.26% 97.26%
03.05.2024 2.97% 0.32 CHF 0.33 CHF 1'000'000 400'000 1'000'000 400'000 332'192 CHF 136'877 CHF 93.92% 93.92%
02.05.2024 2.64% 0.36 CHF 0.37 CHF 1'000'000 400'000 1'000'000 400'000 373'286 CHF 153'314 CHF 97.84% 97.84%

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