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 3.32% 0.32 CHF 0.33 CHF 600'000 200'000 600'000 200'000 177'800 CHF 61'267 CHF 97.34% 97.34%
14.05.2024 3.51% 0.28 CHF 0.29 CHF 600'000 200'000 600'000 200'000 168'008 CHF 58'003 CHF 93.90% 93.90%
13.05.2024 3.76% 0.27 CHF 0.28 CHF 600'000 200'000 600'000 200'000 156'491 CHF 54'164 CHF 92.04% 92.04%
10.05.2024 4.11% 0.24 CHF 0.25 CHF 600'000 200'000 600'000 200'000 143'091 CHF 49'697 CHF 96.32% 96.32%
08.05.2024 4.32% 0.21 CHF 0.22 CHF 750'000 250'000 750'000 250'000 170'003 CHF 59'168 CHF 98.93% 98.93%
07.05.2024 8.02% 0.13 CHF 0.14 CHF 900'000 300'000 900'000 300'000 108'033 CHF 39'011 CHF 99.57% 99.57%
06.05.2024 8.37% 0.10 CHF 0.11 CHF 1'000'000 400'000 928'827 328'827 106'664 CHF 40'873 CHF 97.29% 97.29%
03.05.2024 8.86% 0.11 CHF 0.12 CHF 1'000'000 400'000 988'402 388'402 106'707 CHF 45'774 CHF 99.26% 99.26%
02.05.2024 9.75% 0.10 CHF 0.11 CHF 1'000'000 400'000 1'000'000 400'000 97'823 CHF 43'129 CHF 99.27% 99.27%
30.04.2024 7.39% 0.11 CHF 0.12 CHF 1'000'000 400'000 904'511 304'511 118'293 CHF 42'809 CHF 99.39% 99.39%

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