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 52.59% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 14'168 CHF 12'084 CHF 95.72% 95.72%
10.05.2024 69.97% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 9'395 CHF 9'698 CHF 96.58% 96.58%
08.05.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 94.43% 96.61%
07.05.2024 58.88% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 12'003 CHF 11'001 CHF 99.22% 99.22%
06.05.2024 66.68% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'003 CHF 10'002 CHF 96.92% 96.92%
03.05.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 96.24% 98.29%
02.05.2024 50.79% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 15'953 CHF 12'977 CHF 96.60% 96.60%
30.04.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 97.95% 97.95%
29.04.2024 48.83% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 15'893 CHF 12'947 CHF 98.18% 98.18%
26.04.2024 43.17% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 18'268 CHF 14'134 CHF 99.28% 99.28%

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