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 9.62% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 500'000 99'015 CHF 54'508 CHF 98.86% 98.86%
12.07.2024 10.17% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 500'000 93'599 CHF 51'799 CHF 98.86% 98.86%
11.07.2024 12.45% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 75'634 CHF 42'817 CHF 99.35% 99.35%
10.07.2024 13.12% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 71'381 CHF 40'691 CHF 98.39% 98.39%
09.07.2024 11.43% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 82'728 CHF 46'364 CHF 97.75% 97.75%
08.07.2024 10.12% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 94'041 CHF 52'020 CHF 97.51% 97.51%
05.07.2024 9.11% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 500'000 105'007 CHF 57'504 CHF 98.35% 98.35%
04.07.2024 8.75% 0.11 CHF 0.12 CHF 1'000'000 500'000 1'000'000 500'000 109'395 CHF 59'698 CHF 94.21% 94.21%
03.07.2024 8.92% 0.11 CHF 0.12 CHF 1'000'000 500'000 1'000'000 500'000 107'293 CHF 58'646 CHF 99.29% 99.29%
02.07.2024 10.16% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 93'700 CHF 51'850 CHF 98.92% 98.92%

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