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
15.07.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 73.14% 99.03%
12.07.2024 66.22% 0.01 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 10'168 CHF 10'084 CHF 79.71% 98.66%
11.07.2024 33.33% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 25'837 CHF 17'918 CHF 97.73% 97.73%
10.07.2024 30.07% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 28'686 CHF 19'343 CHF 99.13% 99.13%
09.07.2024 29.88% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 28'915 CHF 19'457 CHF 99.19% 99.19%
08.07.2024 33.98% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 25'271 CHF 17'636 CHF 99.13% 99.13%
05.07.2024 28.91% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 29'706 CHF 19'853 CHF 99.15% 99.15%
04.07.2024 28.73% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 29'861 CHF 19'931 CHF 99.38% 99.38%
03.07.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 98.89% 98.89%
02.07.2024 34.93% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 24'435 CHF 17'217 CHF 98.95% 98.95%

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