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
14.05.2024 5.91% 0.18 CHF 0.19 CHF 1'000'000 500'000 1'000'000 500'000 164'543 CHF 87'271 CHF 99.33% 99.33%
13.05.2024 8.27% 0.14 CHF 0.15 CHF 1'000'000 500'000 1'000'000 500'000 116'892 CHF 63'446 CHF 98.90% 98.90%
10.05.2024 7.20% 0.12 CHF 0.13 CHF 1'000'000 500'000 1'000'000 500'000 134'327 CHF 72'164 CHF 99.54% 99.54%
08.05.2024 7.34% 0.14 CHF 0.15 CHF 1'000'000 500'000 1'000'000 500'000 131'285 CHF 70'642 CHF 91.98% 91.98%
07.05.2024 6.89% 0.13 CHF 0.14 CHF 1'000'000 500'000 1'000'000 500'000 140'390 CHF 75'195 CHF 99.18% 99.18%
06.05.2024 6.18% 0.13 CHF 0.14 CHF 1'000'000 500'000 1'000'000 500'000 157'659 CHF 83'830 CHF 99.34% 99.34%
03.05.2024 5.88% 0.16 CHF 0.17 CHF 1'000'000 500'000 1'000'000 500'000 165'267 CHF 87'634 CHF 99.49% 99.49%
02.05.2024 8.34% 0.14 CHF 0.15 CHF 1'000'000 500'000 1'000'000 500'000 115'963 CHF 62'982 CHF 89.89% 89.89%
30.04.2024 8.40% 0.12 CHF 0.13 CHF 1'000'000 500'000 1'000'000 500'000 114'193 CHF 62'097 CHF 99.28% 99.28%
29.04.2024 9.32% 0.11 CHF 0.12 CHF 1'000'000 500'000 1'000'000 500'000 102'490 CHF 56'245 CHF 98.48% 98.48%

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