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 10.66% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 88'941 CHF 49'471 CHF 99.57% 99.57%
12.07.2024 9.75% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 97'787 CHF 53'894 CHF 99.51% 99.51%
11.07.2024 9.45% 0.11 CHF 0.12 CHF 1'000'000 500'000 1'000'000 500'000 100'862 CHF 55'431 CHF 99.54% 99.54%
10.07.2024 9.49% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 500'000 100'393 CHF 55'197 CHF 99.61% 99.61%
09.07.2024 8.68% 0.11 CHF 0.12 CHF 1'000'000 500'000 1'000'000 500'000 110'205 CHF 60'103 CHF 99.55% 99.55%
08.07.2024 8.47% 0.13 CHF 0.14 CHF 1'000'000 500'000 1'000'000 500'000 113'639 CHF 61'820 CHF 99.58% 99.58%
05.07.2024 9.09% 0.11 CHF 0.12 CHF 1'000'000 500'000 1'000'000 500'000 105'206 CHF 57'603 CHF 99.56% 99.56%
04.07.2024 8.70% 0.11 CHF 0.12 CHF 1'000'000 500'000 1'000'000 500'000 110'000 CHF 60'000 CHF 99.57% 99.57%
03.07.2024 8.84% 0.11 CHF 0.12 CHF 1'000'000 500'000 1'000'000 500'000 108'212 CHF 59'106 CHF 99.58% 99.58%
02.07.2024 8.00% 0.12 CHF 0.13 CHF 1'000'000 500'000 1'000'000 500'000 120'193 CHF 65'096 CHF 99.59% 99.59%

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