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 11.49% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 82'219 CHF 46'109 CHF 98.85% 98.85%
12.07.2024 11.98% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 78'638 CHF 44'319 CHF 98.81% 98.81%
11.07.2024 15.38% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 60'000 CHF 35'000 CHF 99.30% 99.30%
10.07.2024 15.48% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 59'670 CHF 34'835 CHF 98.38% 98.38%
09.07.2024 14.36% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 64'982 CHF 37'491 CHF 97.73% 97.73%
08.07.2024 12.19% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 77'269 CHF 43'634 CHF 97.51% 97.51%
05.07.2024 10.78% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 87'936 CHF 48'968 CHF 98.30% 98.30%
04.07.2024 10.53% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 89'978 CHF 49'989 CHF 94.22% 94.22%
03.07.2024 10.54% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 89'861 CHF 49'931 CHF 99.38% 99.38%
02.07.2024 11.98% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 78'623 CHF 44'312 CHF 99.01% 99.01%

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