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 20.29% 0.05 CHF 0.06 CHF 1'000'000 250'000 993'760 250'000 44'058 CHF 13'585 CHF 99.24% 99.24%
15.05.2024 22.25% 0.04 CHF 0.05 CHF 1'000'000 250'000 994'459 250'000 39'731 CHF 12'488 CHF 99.38% 99.38%
14.05.2024 21.86% 0.05 CHF 0.06 CHF 1'000'000 250'000 986'036 250'000 40'589 CHF 12'778 CHF 96.45% 96.45%
13.05.2024 50.45% 0.02 CHF 0.03 CHF 1'000'000 250'000 995'966 250'000 14'806 CHF 6'217 CHF 99.38% 99.38%
10.05.2024 50.01% 0.02 CHF 0.03 CHF 1'000'000 250'000 989'123 250'000 14'834 CHF 6'249 CHF 99.38% 99.38%
08.05.2024 50.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 993'118 250'000 14'897 CHF 6'250 CHF 99.39% 99.39%
07.05.2024 42.46% 0.02 CHF 0.03 CHF 1'000'000 250'000 995'267 250'000 18'675 CHF 7'192 CHF 99.24% 99.24%
06.05.2024 40.02% 0.02 CHF 0.03 CHF 1'000'000 250'000 987'748 250'000 19'747 CHF 7'498 CHF 99.20% 99.20%
03.05.2024 39.91% 0.02 CHF 0.03 CHF 1'000'000 250'000 994'112 250'000 19'953 CHF 7'518 CHF 99.39% 99.39%
02.05.2024 39.69% 0.03 CHF 0.04 CHF 1'000'000 250'000 991'713 250'000 20'058 CHF 7'558 CHF 99.39% 99.39%

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