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 8.35% 0.13 CHF 0.14 CHF 1'000'000 1'000'000 577'401 577'401 70'035 CHF 75'850 CHF 98.75% 98.75%
12.07.2024 12.36% 0.10 CHF 0.11 CHF 1'000'000 1'000'000 611'739 611'739 49'945 CHF 56'093 CHF 99.75% 99.75%
11.07.2024 7.61% 0.13 CHF 0.14 CHF 1'000'000 1'000'000 568'953 568'953 76'112 CHF 81'861 CHF 99.98% 99.98%
10.07.2024 7.77% 0.13 CHF 0.14 CHF 1'000'000 1'000'000 566'999 566'999 72'239 CHF 77'939 CHF 100.00% 100.00%
09.07.2024 9.57% 0.12 CHF 0.13 CHF 1'000'000 1'000'000 586'273 586'273 61'235 CHF 67'133 CHF 99.14% 99.14%
08.07.2024 10.65% 0.11 CHF 0.12 CHF 1'000'000 1'000'000 591'033 591'033 54'929 CHF 60'877 CHF 100.00% 100.00%
05.07.2024 10.30% 0.10 CHF 0.11 CHF 1'000'000 1'000'000 591'484 591'484 55'621 CHF 61'558 CHF 99.28% 99.28%
04.07.2024 11.04% 0.09 CHF 0.10 CHF 680'000 680'000 535'990 535'990 45'888 CHF 51'248 CHF 95.27% 95.27%
03.07.2024 14.63% 0.08 CHF 0.09 CHF 1'000'000 1'000'000 588'352 588'352 40'611 CHF 46'522 CHF 96.23% 96.23%
02.07.2024 26.76% 0.05 CHF 0.06 CHF 1'000'000 1'000'000 621'180 621'180 23'354 CHF 29'613 CHF 99.17% 99.17%

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