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 4.45% 0.22 CHF 0.23 CHF 1'000'000 400'000 1'000'000 400'000 219'930 CHF 91'972 CHF 99.58% 99.58%
12.07.2024 5.10% 0.21 CHF 0.22 CHF 1'000'000 400'000 1'000'000 400'000 191'499 CHF 80'600 CHF 99.13% 99.13%
11.07.2024 5.15% 0.19 CHF 0.20 CHF 1'000'000 500'000 1'000'000 487'738 189'627 CHF 97'185 CHF 99.35% 99.35%
10.07.2024 5.66% 0.18 CHF 0.19 CHF 1'000'000 500'000 1'000'000 500'000 171'702 CHF 90'851 CHF 99.25% 99.25%
09.07.2024 6.11% 0.15 CHF 0.16 CHF 1'000'000 500'000 1'000'000 500'000 158'757 CHF 84'378 CHF 99.34% 99.34%
08.07.2024 6.27% 0.15 CHF 0.16 CHF 1'000'000 500'000 1'000'000 500'000 154'577 CHF 82'289 CHF 99.59% 99.59%
05.07.2024 5.86% 0.18 CHF 0.19 CHF 1'000'000 500'000 1'000'000 500'000 165'771 CHF 87'885 CHF 99.26% 99.26%
04.07.2024 6.28% 0.16 CHF 0.17 CHF 1'000'000 500'000 1'000'000 500'000 154'474 CHF 82'237 CHF 99.37% 99.37%
03.07.2024 7.26% 0.16 CHF 0.17 CHF 1'000'000 500'000 1'000'000 500'000 133'305 CHF 71'652 CHF 99.24% 99.24%
02.07.2024 8.01% 0.11 CHF 0.12 CHF 1'000'000 500'000 1'000'000 500'000 119'941 CHF 64'970 CHF 99.37% 99.37%

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