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 18.12% 0.05 CHF 0.06 CHF 1'500'000 300'000 1'500'000 300'000 75'308 CHF 18'062 CHF 99.37% 99.37%
15.05.2024 15.78% 0.05 CHF 0.06 CHF 1'500'000 300'000 1'500'000 300'000 88'555 CHF 20'711 CHF 99.15% 99.15%
14.05.2024 15.25% 0.07 CHF 0.08 CHF 1'500'000 300'000 1'500'000 300'000 90'957 CHF 21'191 CHF 99.35% 99.35%
13.05.2024 15.40% 0.07 CHF 0.08 CHF 1'500'000 300'000 996'342 300'000 61'473 CHF 21'238 CHF 98.85% 98.85%
10.05.2024 21.84% 0.05 CHF 0.06 CHF 900'000 300'000 900'000 300'000 36'862 CHF 15'287 CHF 99.37% 99.37%
08.05.2024 22.22% 0.04 CHF 0.05 CHF 900'000 300'000 900'000 300'000 36'000 CHF 15'000 CHF 99.38% 99.38%
07.05.2024 18.71% 0.05 CHF 0.06 CHF 900'000 300'000 900'000 300'000 43'815 CHF 17'605 CHF 98.13% 98.13%
06.05.2024 17.79% 0.05 CHF 0.06 CHF 900'000 300'000 900'000 300'000 46'255 CHF 18'418 CHF 99.36% 99.36%
03.05.2024 18.15% 0.05 CHF 0.06 CHF 900'000 300'000 900'000 300'000 45'093 CHF 18'031 CHF 99.13% 99.13%
02.05.2024 16.71% 0.06 CHF 0.07 CHF 900'000 300'000 900'000 300'000 49'730 CHF 19'577 CHF 99.33% 99.33%

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