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 6.13% 0.16 CHF 0.17 CHF 500'000 150'000 500'000 150'000 79'224 CHF 25'267 CHF 99.38% 99.38%
12.07.2024 5.05% 0.18 CHF 0.19 CHF 500'000 150'000 499'989 150'000 96'664 CHF 30'500 CHF 99.38% 99.38%
11.07.2024 5.41% 0.19 CHF 0.20 CHF 500'000 150'000 500'000 148'267 91'867 CHF 28'509 CHF 91.39% 91.39%
10.07.2024 2.31% 0.43 CHF 0.44 CHF 500'000 100'000 500'000 100'000 213'671 CHF 43'734 CHF 99.36% 99.36%
09.07.2024 2.02% 0.47 CHF 0.48 CHF 500'000 100'000 500'000 79'472 245'693 CHF 39'743 CHF 99.37% 99.37%
08.07.2024 1.80% 0.52 CHF 0.53 CHF 500'000 75'000 500'000 75'000 275'242 CHF 42'036 CHF 99.38% 99.38%
05.07.2024 1.82% 0.53 CHF 0.54 CHF 500'000 75'000 500'000 75'000 272'326 CHF 41'599 CHF 99.00% 99.00%
04.07.2024 1.79% 0.53 CHF 0.54 CHF 500'000 75'000 500'000 75'289 278'271 CHF 42'636 CHF 91.02% 91.02%
03.07.2024 2.59% 0.41 CHF 0.42 CHF 500'000 100'000 500'000 100'000 191'087 CHF 39'217 CHF 99.38% 99.38%
02.07.2024 3.43% 0.29 CHF 0.30 CHF 500'000 100'000 500'000 100'000 143'375 CHF 29'675 CHF 99.37% 99.37%

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