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
30.10.2024 7.52% 0.13 CHF 0.14 CHF 1'000'000 400'000 1'000'000 400'000 128'388 CHF 55'355 CHF 99.42% 99.42%
29.10.2024 6.19% 0.15 CHF 0.16 CHF 1'000'000 400'000 1'000'000 400'000 156'956 CHF 66'782 CHF 99.16% 99.16%
28.10.2024 7.52% 0.15 CHF 0.16 CHF 1'000'000 400'000 1'000'000 400'000 128'344 CHF 55'338 CHF 95.61% 95.61%
25.10.2024 9.30% 0.11 CHF 0.12 CHF 1'000'000 500'000 1'000'000 493'514 102'815 CHF 55'569 CHF 98.68% 98.68%
24.10.2024 8.73% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 485'984 110'100 CHF 58'226 CHF 99.23% 99.23%
23.10.2024 9.40% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 500'000 101'548 CHF 55'774 CHF 98.36% 98.36%
22.10.2024 8.72% 0.11 CHF 0.12 CHF 1'000'000 500'000 1'000'000 500'000 109'662 CHF 59'831 CHF 95.48% 95.48%
21.10.2024 7.87% 0.11 CHF 0.12 CHF 1'000'000 500'000 1'000'000 424'146 122'348 CHF 55'950 CHF 97.51% 97.51%
18.10.2024 7.12% 0.13 CHF 0.14 CHF 1'000'000 400'000 1'000'000 400'000 135'610 CHF 58'244 CHF 99.23% 99.23%
17.10.2024 8.85% 0.11 CHF 0.12 CHF 1'000'000 500'000 1'000'000 500'000 108'156 CHF 59'078 CHF 99.02% 99.02%

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