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 11.09% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 85'499 CHF 47'749 CHF 98.90% 98.90%
12.07.2024 10.55% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 89'829 CHF 49'915 CHF 99.03% 99.03%
11.07.2024 8.68% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 500'000 110'418 CHF 60'209 CHF 97.88% 97.88%
10.07.2024 8.38% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 500'000 114'524 CHF 62'262 CHF 99.24% 99.24%
09.07.2024 8.04% 0.13 CHF 0.14 CHF 1'000'000 500'000 1'000'000 500'000 119'711 CHF 64'856 CHF 99.04% 99.04%
08.07.2024 8.60% 0.11 CHF 0.12 CHF 1'000'000 500'000 1'000'000 500'000 111'352 CHF 60'676 CHF 98.93% 98.93%
05.07.2024 8.08% 0.12 CHF 0.13 CHF 1'000'000 500'000 1'000'000 500'000 118'794 CHF 64'397 CHF 99.14% 99.14%
04.07.2024 8.24% 0.11 CHF 0.12 CHF 1'000'000 500'000 1'000'000 500'000 116'636 CHF 63'318 CHF 99.37% 99.37%
03.07.2024 7.48% 0.12 CHF 0.13 CHF 1'000'000 500'000 1'000'000 500'000 128'739 CHF 69'370 CHF 99.00% 99.00%
02.07.2024 8.53% 0.12 CHF 0.13 CHF 1'000'000 500'000 1'000'000 500'000 112'374 CHF 61'187 CHF 99.05% 99.05%

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