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 8.68% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 500'000 110'704 CHF 60'352 CHF 99.49% 99.49%
12.07.2024 5.67% 0.15 CHF 0.16 CHF 1'000'000 500'000 1'000'000 500'000 171'749 CHF 90'874 CHF 99.40% 99.40%
11.07.2024 6.30% 0.17 CHF 0.18 CHF 1'000'000 500'000 1'000'000 500'000 154'184 CHF 82'092 CHF 99.47% 99.47%
10.07.2024 6.94% 0.13 CHF 0.14 CHF 1'000'000 500'000 1'000'000 500'000 139'575 CHF 74'788 CHF 99.48% 99.48%
09.07.2024 14.85% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 62'738 CHF 36'369 CHF 97.26% 97.26%
08.07.2024 14.44% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 64'594 CHF 37'297 CHF 99.51% 99.51%
05.07.2024 13.37% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 69'838 CHF 39'919 CHF 99.45% 99.45%
04.07.2024 13.33% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 70'000 CHF 40'000 CHF 99.58% 99.58%
03.07.2024 13.33% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 70'000 CHF 40'000 CHF 99.43% 99.43%
02.07.2024 15.92% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 58'076 CHF 34'038 CHF 98.42% 98.42%

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