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 57.60% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 12'413 CHF 11'206 CHF 99.00% 99.00%
14.05.2024 60.50% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 11'637 CHF 10'818 CHF 99.30% 99.30%
13.05.2024 117.43% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 3'684 CHF 6'842 CHF 98.90% 98.90%
10.05.2024 98.70% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 5'239 CHF 7'620 CHF 99.50% 99.50%
08.05.2024 95.17% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'537 CHF 7'769 CHF 92.02% 92.02%
07.05.2024 83.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 6'998 CHF 8'499 CHF 99.18% 99.18%
06.05.2024 65.90% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'462 CHF 10'231 CHF 99.17% 99.17%
03.05.2024 55.55% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 13'020 CHF 11'510 CHF 99.20% 99.20%
02.05.2024 89.42% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 6'387 CHF 8'194 CHF 94.52% 94.52%
30.04.2024 90.61% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 6'063 CHF 8'031 CHF 99.34% 99.34%

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