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
13.05.2024 51.88% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 494'547 14'409 CHF 12'048 CHF 98.56% 98.56%
10.05.2024 58.16% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 12'298 CHF 11'149 CHF 99.58% 99.58%
08.05.2024 64.62% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'513 CHF 10'257 CHF 99.21% 99.53%
07.05.2024 62.35% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 11'118 CHF 10'559 CHF 99.52% 99.52%
06.05.2024 66.92% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 9'994 CHF 9'997 CHF 99.59% 99.59%
03.05.2024 67.34% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 9'915 CHF 9'958 CHF 99.38% 99.38%
02.05.2024 53.33% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 13'792 CHF 11'896 CHF 99.56% 99.56%
30.04.2024 44.77% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 499'213 17'872 CHF 13'898 CHF 93.15% 93.15%
29.04.2024 45.49% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 17'008 CHF 13'504 CHF 99.57% 99.57%
26.04.2024 42.76% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 18'434 CHF 14'217 CHF 99.55% 99.55%

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