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 119.80% 0.02 CHF 0.06 CHF 1'000'000 250'000 992'403 250'000 13'438 CHF 13'388 CHF 99.39% 99.39%
14.05.2024 129.20% 0.01 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 11'084 CHF 12'771 CHF 99.17% 99.17%
13.05.2024 133.33% 0.01 CHF 0.05 CHF 1'000'000 250'000 994'128 250'000 9'941 CHF 12'500 CHF 99.38% 99.38%
10.05.2024 114.29% 0.02 CHF 0.06 CHF 1'000'000 250'000 981'431 250'000 14'722 CHF 13'750 CHF 99.39% 99.39%
08.05.2024 107.58% 0.02 CHF 0.06 CHF 1'000'000 250'000 993'618 250'000 17'421 CHF 14'395 CHF 79.55% 79.55%
07.05.2024 100.48% 0.03 CHF 0.07 CHF 1'000'000 250'000 993'185 250'000 22'652 CHF 15'711 CHF 99.21% 99.21%
06.05.2024 168.14% 0.01 CHF 0.05 CHF 1'000'000 250'000 993'577 250'000 3'887 CHF 10'966 CHF 99.22% 99.22%
03.05.2024 190.24% 0.00 CHF 0.04 CHF 1'000'000 250'000 992'141 250'000 992 CHF 10'000 CHF 99.38% 99.38%
02.05.2024 178.78% 0.00 CHF 0.04 CHF 1'000'000 250'000 977'714 250'000 2'354 CHF 10'484 CHF 99.39% 99.39%
30.04.2024 144.28% 0.02 CHF 0.06 CHF 1'000'000 250'000 1'000'000 250'000 10'234 CHF 12'528 CHF 99.43% 99.43%

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