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 8.14% 0.12 CHF 0.13 CHF 1'000'000 200'000 1'000'000 217'809 117'948 CHF 27'832 CHF 98.33% 98.33%
14.05.2024 8.07% 0.13 CHF 0.14 CHF 1'000'000 200'000 1'000'000 201'484 119'383 CHF 26'055 CHF 99.36% 99.36%
13.05.2024 8.74% 0.11 CHF 0.12 CHF 1'000'000 200'000 1'000'000 248'278 109'527 CHF 29'675 CHF 98.93% 98.93%
10.05.2024 8.31% 0.11 CHF 0.12 CHF 1'000'000 200'000 1'000'000 215'269 115'477 CHF 26'928 CHF 99.36% 99.36%
08.05.2024 10.05% 0.10 CHF 0.11 CHF 1'000'000 250'000 1'000'000 250'000 94'783 CHF 26'196 CHF 99.35% 99.35%
07.05.2024 9.95% 0.09 CHF 0.10 CHF 1'000'000 250'000 1'000'000 250'000 95'853 CHF 26'463 CHF 94.63% 94.63%
06.05.2024 9.54% 0.09 CHF 0.10 CHF 1'000'000 250'000 1'000'000 250'000 99'838 CHF 27'460 CHF 99.37% 99.37%
03.05.2024 10.08% 0.10 CHF 0.11 CHF 1'000'000 250'000 1'000'000 250'000 94'595 CHF 26'149 CHF 99.37% 99.37%
02.05.2024 11.60% 0.08 CHF 0.09 CHF 1'000'000 250'000 1'000'000 250'000 81'345 CHF 22'836 CHF 99.37% 99.37%
30.04.2024 9.65% 0.09 CHF 0.10 CHF 1'000'000 250'000 1'000'000 250'000 98'705 CHF 27'176 CHF 99.36% 99.36%

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