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
15.05.2024 10.50% 0.10 CHF 0.11 CHF 900'000 300'000 900'000 300'000 81'525 CHF 30'175 CHF 97.60% 97.60%
14.05.2024 12.09% 0.08 CHF 0.09 CHF 900'000 300'000 909'057 309'057 70'838 CHF 27'130 CHF 93.97% 93.97%
13.05.2024 13.99% 0.07 CHF 0.08 CHF 1'000'000 400'000 1'000'000 400'000 66'818 CHF 30'727 CHF 91.98% 91.98%
10.05.2024 15.88% 0.06 CHF 0.07 CHF 1'000'000 400'000 1'000'000 400'013 58'362 CHF 27'346 CHF 96.32% 96.32%
08.05.2024 14.34% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 427'402 65'627 CHF 32'035 CHF 98.91% 98.91%
07.05.2024 38.22% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 21'334 CHF 15'667 CHF 99.60% 99.60%
06.05.2024 39.45% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'606 CHF 15'303 CHF 97.29% 97.29%
03.05.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 99.26% 99.26%
02.05.2024 45.89% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 16'888 CHF 13'444 CHF 99.45% 99.45%
30.04.2024 30.58% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 28'244 CHF 19'122 CHF 99.25% 99.25%

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