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 13.30% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 480'674 71'153 CHF 38'731 CHF 98.71% 98.71%
12.07.2024 8.86% 0.11 CHF 0.12 CHF 1'000'000 400'000 1'000'000 400'000 108'051 CHF 47'220 CHF 95.77% 95.77%
11.07.2024 10.64% 0.11 CHF 0.12 CHF 1'000'000 400'000 1'000'000 429'703 90'320 CHF 42'801 CHF 98.94% 98.94%
10.07.2024 12.10% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 499'976 77'871 CHF 43'933 CHF 97.83% 97.83%
09.07.2024 11.78% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 472'665 80'494 CHF 42'516 CHF 99.04% 99.04%
08.07.2024 10.79% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 438'707 88'063 CHF 42'787 CHF 96.84% 96.84%
05.07.2024 9.66% 0.10 CHF 0.11 CHF 1'000'000 400'000 1'000'000 400'000 98'599 CHF 43'440 CHF 94.84% 94.84%
04.07.2024 11.74% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 80'194 CHF 45'097 CHF 95.91% 95.91%
03.07.2024 13.70% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 68'513 CHF 39'257 CHF 98.56% 98.56%
02.07.2024 12.58% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 74'793 CHF 42'397 CHF 98.67% 98.67%

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