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 3.50% 0.29 CHF 0.30 CHF 1'000'000 200'000 999'874 200'000 281'269 CHF 58'261 CHF 99.27% 99.27%
15.05.2024 4.07% 0.24 CHF 0.25 CHF 1'000'000 200'000 1'000'000 211'565 240'643 CHF 52'952 CHF 99.08% 99.08%
14.05.2024 4.55% 0.24 CHF 0.25 CHF 1'000'000 250'000 1'000'000 250'000 215'800 CHF 56'450 CHF 99.27% 99.27%
13.05.2024 4.75% 0.21 CHF 0.22 CHF 1'000'000 250'000 1'000'000 250'000 205'664 CHF 53'916 CHF 98.81% 98.81%
10.05.2024 5.00% 0.20 CHF 0.21 CHF 1'000'000 250'000 1'000'000 250'000 195'283 CHF 51'321 CHF 99.27% 99.27%
08.05.2024 5.75% 0.18 CHF 0.19 CHF 1'000'000 250'000 1'000'000 250'000 169'730 CHF 44'932 CHF 99.27% 99.27%
07.05.2024 6.56% 0.15 CHF 0.16 CHF 1'000'000 250'000 1'000'000 250'000 147'586 CHF 39'397 CHF 99.27% 99.27%
06.05.2024 6.76% 0.13 CHF 0.14 CHF 1'000'000 250'000 1'000'000 250'000 143'708 CHF 38'427 CHF 99.27% 99.27%
03.05.2024 8.04% 0.14 CHF 0.15 CHF 1'000'000 250'000 1'000'000 250'000 120'374 CHF 32'594 CHF 99.15% 99.15%
02.05.2024 8.89% 0.10 CHF 0.11 CHF 1'000'000 250'000 1'000'000 250'000 108'025 CHF 29'506 CHF 99.19% 99.19%

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