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 166.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 99.09% 99.09%
15.05.2024 156.81% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'423 CHF 5'711 CHF 98.86% 98.86%
14.05.2024 137.80% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'285 CHF 6'143 CHF 99.04% 99.04%
13.05.2024 162.51% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'178 CHF 5'589 CHF 94.46% 94.46%
10.05.2024 166.22% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'019 CHF 5'509 CHF 98.12% 98.12%
08.05.2024 90.81% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 6'435 CHF 8'218 CHF 96.90% 96.90%
07.05.2024 52.18% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 15'431 CHF 12'716 CHF 96.77% 96.77%
06.05.2024 39.53% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'415 CHF 15'208 CHF 98.90% 98.90%
03.05.2024 29.05% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 29'583 CHF 19'791 CHF 98.99% 98.99%
02.05.2024 39.52% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 20'418 CHF 15'209 CHF 99.32% 99.32%

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