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 19.61% 0.05 CHF 0.06 CHF 1'000'000 250'000 1'000'000 315'338 46'079 CHF 17'862 CHF 100.00% 100.00%
12.07.2024 19.54% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 309'627 46'259 CHF 17'607 CHF 99.67% 99.67%
11.07.2024 18.89% 0.05 CHF 0.06 CHF 1'000'000 250'000 973'977 382'045 47'109 CHF 22'808 CHF 98.39% 98.39%
10.07.2024 23.37% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 37'927 CHF 11'982 CHF 96.07% 96.07%
09.07.2024 27.97% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 30'846 CHF 10'212 CHF 99.64% 99.64%
08.07.2024 26.66% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 32'731 CHF 10'683 CHF 99.85% 99.85%
05.07.2024 36.53% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 22'831 CHF 8'208 CHF 100.00% 100.00%
04.07.2024 50.83% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 14'750 CHF 6'187 CHF 100.00% 100.00%
03.07.2024 50.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 15'000 CHF 6'250 CHF 99.25% 99.25%
02.07.2024 46.49% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 16'753 CHF 6'688 CHF 99.66% 99.66%

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