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 14.70% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 63'320 CHF 36'660 CHF 98.84% 98.84%
15.05.2024 15.25% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 60'678 CHF 35'339 CHF 99.12% 99.12%
14.05.2024 15.38% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 60'000 CHF 35'000 CHF 98.23% 98.23%
13.05.2024 15.37% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 60'074 CHF 35'037 CHF 94.96% 94.96%
10.05.2024 14.93% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 62'216 CHF 36'108 CHF 98.75% 98.75%
08.05.2024 19.11% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 47'930 CHF 28'965 CHF 99.06% 99.06%
07.05.2024 17.20% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 54'012 CHF 32'006 CHF 98.15% 98.15%
06.05.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 98.76% 98.76%
03.05.2024 39.94% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'055 CHF 15'028 CHF 99.10% 99.10%
02.05.2024 38.60% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 21'228 CHF 15'614 CHF 98.84% 98.84%

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