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 2.22% 0.48 CHF 0.49 CHF 1'000'000 1'000'000 998'618 998'618 445'987 CHF 455'987 CHF 100.00% 100.00%
15.05.2024 2.57% 0.43 CHF 0.44 CHF 1'000'000 1'000'000 961'044 961'044 442'835 CHF 452'673 CHF 99.53% 99.53%
14.05.2024 1.92% 0.50 CHF 0.51 CHF 1'000'000 1'000'000 1'000'000 1'000'000 515'317 CHF 525'317 CHF 99.82% 99.82%
13.05.2024 1.94% 0.51 CHF 0.52 CHF 1'000'000 1'000'000 1'000'000 1'000'000 509'819 CHF 519'819 CHF 100.00% 100.00%
10.05.2024 2.06% 0.51 CHF 0.52 CHF 1'000'000 1'000'000 1'000'000 1'000'000 481'584 CHF 491'584 CHF 99.99% 99.99%
08.05.2024 1.72% 0.58 CHF 0.59 CHF 1'000'000 1'000'000 999'854 999'854 575'589 CHF 585'589 CHF 99.41% 99.41%
07.05.2024 1.52% 0.60 CHF 0.61 CHF 1'000'000 1'000'000 999'066 999'066 656'120 CHF 666'120 CHF 100.00% 100.00%
06.05.2024 1.30% 0.74 CHF 0.75 CHF 1'000'000 1'000'000 1'000'000 1'000'000 768'005 CHF 778'005 CHF 99.75% 99.75%
03.05.2024 1.17% 0.87 CHF 0.88 CHF 1'000'000 1'000'000 987'377 987'377 867'681 CHF 877'639 CHF 99.28% 99.28%
02.05.2024 1.05% 0.95 CHF 0.96 CHF 1'000'000 1'000'000 1'000'000 1'000'000 943'323 CHF 953'323 CHF 98.85% 98.85%

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