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 3.87% 0.25 CHF 0.26 CHF 1'000'000 150'000 1'000'000 150'000 253'640 CHF 39'546 CHF 98.47% 98.47%
15.05.2024 3.81% 0.26 CHF 0.27 CHF 1'000'000 150'000 1'000'000 150'000 257'616 CHF 40'142 CHF 98.33% 98.33%
14.05.2024 3.89% 0.26 CHF 0.27 CHF 1'000'000 150'000 1'000'000 150'000 252'626 CHF 39'394 CHF 99.36% 99.36%
13.05.2024 4.43% 0.23 CHF 0.24 CHF 1'000'000 150'000 1'000'000 150'000 220'793 CHF 34'619 CHF 98.93% 98.93%
10.05.2024 4.70% 0.19 CHF 0.20 CHF 1'000'000 150'000 1'000'000 150'000 208'825 CHF 32'824 CHF 99.36% 99.36%
08.05.2024 4.66% 0.24 CHF 0.25 CHF 1'000'000 150'000 1'000'000 150'000 210'181 CHF 33'027 CHF 99.36% 99.36%
07.05.2024 4.93% 0.20 CHF 0.21 CHF 1'000'000 150'000 1'000'000 152'068 198'656 CHF 31'672 CHF 94.70% 94.70%
06.05.2024 11.02% 0.09 CHF 0.10 CHF 1'000'000 250'000 1'000'000 250'000 86'039 CHF 24'010 CHF 99.37% 99.37%
03.05.2024 9.13% 0.09 CHF 0.10 CHF 1'000'000 250'000 1'000'000 250'000 105'251 CHF 28'813 CHF 99.37% 99.37%
02.05.2024 10.50% 0.09 CHF 0.10 CHF 1'000'000 250'000 1'000'000 250'000 90'301 CHF 25'075 CHF 99.36% 99.36%

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