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 16.73% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 55'248 CHF 32'624 CHF 99.28% 99.28%
15.05.2024 11.91% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 470'520 79'959 CHF 42'032 CHF 99.36% 99.36%
14.05.2024 10.73% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 421'528 88'375 CHF 41'340 CHF 98.94% 98.94%
13.05.2024 10.55% 0.09 CHF 0.10 CHF 1'000'000 400'000 1'000'000 405'676 89'816 CHF 40'476 CHF 99.36% 99.36%
10.05.2024 9.77% 0.09 CHF 0.10 CHF 1'000'000 400'000 1'000'000 400'000 97'533 CHF 43'013 CHF 99.39% 99.39%
08.05.2024 13.95% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 66'996 CHF 38'498 CHF 99.36% 99.36%
07.05.2024 13.33% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 70'004 CHF 40'002 CHF 99.36% 99.36%
06.05.2024 13.03% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 71'906 CHF 40'953 CHF 99.40% 99.40%
03.05.2024 12.68% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 74'652 CHF 42'326 CHF 99.30% 99.30%
02.05.2024 12.36% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 76'390 CHF 43'195 CHF 99.34% 99.34%

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