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 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 90.19% 90.19%
12.07.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 97.60% 97.60%
11.07.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 95.72% 95.72%
10.07.2024 28.31% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'419 CHF 20'209 CHF 95.43% 95.43%
09.07.2024 24.03% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 37'149 CHF 23'574 CHF 96.69% 96.69%
08.07.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 95.64% 95.64%
05.07.2024 25.04% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 35'569 CHF 22'785 CHF 91.92% 91.92%
04.07.2024 25.37% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 35'042 CHF 22'521 CHF 88.82% 88.82%
03.07.2024 22.29% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 39'890 CHF 24'945 CHF 94.31% 94.31%
02.07.2024 21.15% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 42'654 CHF 26'327 CHF 95.91% 95.91%

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