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 12.09% 0.05 CHF 0.06 CHF 1'000'000 250'000 646'495 306'393 50'573 CHF 27'822 CHF 99.06% 99.06%
12.07.2024 12.90% 0.07 CHF 0.08 CHF 725'000 375'000 696'068 361'611 50'458 CHF 29'833 CHF 98.85% 98.85%
11.07.2024 13.32% 0.08 CHF 0.09 CHF 675'000 350'000 713'236 371'303 50'057 CHF 29'761 CHF 97.76% 97.76%
10.07.2024 13.72% 0.07 CHF 0.08 CHF 725'000 375'000 741'446 384'285 50'344 CHF 29'933 CHF 95.13% 95.13%
09.07.2024 14.72% 0.07 CHF 0.08 CHF 775'000 400'000 804'209 409'779 50'618 CHF 29'911 CHF 98.62% 98.62%
08.07.2024 13.34% 0.07 CHF 0.08 CHF 725'000 375'000 716'199 372'684 50'114 CHF 29'804 CHF 98.59% 98.59%
05.07.2024 15.01% 0.07 CHF 0.08 CHF 725'000 375'000 821'710 414'531 50'637 CHF 29'707 CHF 99.17% 99.17%
04.07.2024 14.42% 0.06 CHF 0.07 CHF 850'000 425'000 779'175 401'029 50'142 CHF 29'828 CHF 99.18% 99.18%
03.07.2024 10.69% 0.08 CHF 0.09 CHF 625'000 325'000 576'689 304'980 51'087 CHF 30'078 CHF 98.44% 98.44%
02.07.2024 9.48% 0.10 CHF 0.11 CHF 500'000 500'000 495'044 495'044 49'756 CHF 54'706 CHF 98.85% 98.85%

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