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 31.95% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 27'044 CHF 18'522 CHF 96.51% 96.51%
12.07.2024 30.77% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 28'076 CHF 19'038 CHF 92.15% 92.15%
11.07.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 98.47% 98.47%
10.07.2024 44.47% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 17'501 CHF 13'750 CHF 98.42% 98.42%
09.07.2024 46.56% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 16'531 CHF 13'265 CHF 97.90% 97.90%
08.07.2024 41.46% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 19'131 CHF 14'566 CHF 98.06% 98.06%
05.07.2024 40.95% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 19'449 CHF 14'724 CHF 98.98% 98.98%
04.07.2024 39.71% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'190 CHF 15'095 CHF 99.56% 99.56%
03.07.2024 46.75% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 16'421 CHF 13'210 CHF 97.63% 97.63%
02.07.2024 45.75% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 16'862 CHF 13'431 CHF 99.56% 99.56%

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