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 15.31% 0.08 CHF 0.09 CHF 1'000'000 400'000 1'000'000 496'469 60'871 CHF 35'133 CHF 98.71% 98.71%
12.07.2024 14.46% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 64'504 CHF 37'252 CHF 96.53% 96.53%
11.07.2024 18.18% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 50'079 CHF 30'039 CHF 93.74% 93.74%
10.07.2024 22.14% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'212 CHF 25'106 CHF 96.59% 96.59%
09.07.2024 23.64% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 37'761 CHF 23'881 CHF 97.07% 97.07%
08.07.2024 21.03% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 42'957 CHF 26'479 CHF 99.19% 99.19%
05.07.2024 28.63% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 29'948 CHF 19'974 CHF 97.77% 97.77%
04.07.2024 28.86% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 29'747 CHF 19'873 CHF 99.36% 99.36%
03.07.2024 19.86% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 46'639 CHF 28'319 CHF 96.64% 96.64%
02.07.2024 18.67% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 48'782 CHF 29'391 CHF 97.70% 97.70%

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