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
13.08.2024 6.15% 0.15 CHF 0.16 CHF 1'000'000 1'000'000 984'146 984'146 162'327 CHF 172'272 CHF 100.00% 100.00%
12.08.2024 6.07% 0.16 CHF 0.17 CHF 1'000'000 1'000'000 997'427 997'427 160'605 CHF 170'595 CHF 99.19% 99.19%
09.08.2024 5.14% 0.19 CHF 0.20 CHF 1'000'000 1'000'000 1'000'000 1'000'000 189'905 CHF 199'905 CHF 99.94% 99.94%
08.08.2024 4.90% 0.21 CHF 0.22 CHF 1'000'000 1'000'000 975'803 975'803 221'436 CHF 231'344 CHF 98.44% 98.44%
07.08.2024 5.17% 0.19 CHF 0.20 CHF 1'000'000 1'000'000 996'139 996'139 192'199 CHF 202'186 CHF 99.98% 99.98%
06.08.2024 3.33% 0.27 CHF 0.28 CHF 1'000'000 1'000'000 1'000'000 1'000'000 295'767 CHF 305'767 CHF 98.37% 98.37%
02.08.2024 14.20% 0.23 CHF 0.28 CHF 100'000 100'000 452'160 452'160 79'802 CHF 88'239 CHF 94.80% 94.80%
30.07.2024 8.68% 0.11 CHF 0.12 CHF 1'000'000 1'000'000 1'000'000 1'000'000 110'230 CHF 120'230 CHF 100.00% 100.00%
29.07.2024 8.92% 0.12 CHF 0.13 CHF 1'000'000 1'000'000 1'000'000 1'000'000 107'216 CHF 117'216 CHF 99.65% 99.65%
25.07.2024 6.78% 0.13 CHF 0.14 CHF 1'000'000 1'000'000 1'000'000 1'000'000 142'761 CHF 152'761 CHF 99.97% 99.97%

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