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 2.49% 0.38 CHF 0.39 CHF 1'000'000 150'000 1'000'000 129'387 397'253 CHF 52'431 CHF 99.27% 99.27%
12.07.2024 2.39% 0.42 CHF 0.43 CHF 1'000'000 100'000 1'000'000 114'862 413'638 CHF 48'441 CHF 99.27% 99.27%
11.07.2024 2.58% 0.42 CHF 0.43 CHF 1'000'000 100'000 1'000'000 146'963 383'190 CHF 57'664 CHF 99.27% 99.27%
10.07.2024 2.32% 0.39 CHF 0.40 CHF 1'000'000 150'000 1'000'000 120'087 426'790 CHF 52'238 CHF 99.27% 99.27%
09.07.2024 2.18% 0.43 CHF 0.44 CHF 1'000'000 100'000 1'000'000 100'000 454'670 CHF 46'467 CHF 99.27% 99.27%
08.07.2024 2.22% 0.45 CHF 0.46 CHF 1'000'000 100'000 1'000'000 100'000 446'137 CHF 45'614 CHF 99.21% 99.21%
05.07.2024 2.16% 0.45 CHF 0.46 CHF 1'000'000 100'000 1'000'000 100'000 458'453 CHF 46'845 CHF 99.27% 99.27%
04.07.2024 2.17% 0.45 CHF 0.46 CHF 1'000'000 100'000 1'000'000 103'718 455'660 CHF 48'239 CHF 99.27% 99.27%
03.07.2024 2.28% 0.43 CHF 0.44 CHF 1'000'000 150'000 1'000'000 137'189 434'388 CHF 60'700 CHF 99.27% 99.27%
02.07.2024 2.33% 0.45 CHF 0.46 CHF 1'000'000 150'000 1'000'000 150'000 424'674 CHF 65'201 CHF 99.27% 99.27%

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