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 20.00% 0.05 CHF 0.06 CHF 1'000'000 250'000 993'315 250'000 44'699 CHF 13'750 CHF 99.39% 99.39%
12.07.2024 19.89% 0.05 CHF 0.06 CHF 1'000'000 250'000 985'574 263'724 44'629 CHF 14'646 CHF 99.06% 99.06%
11.07.2024 18.18% 0.05 CHF 0.06 CHF 1'000'000 500'000 987'187 495'616 49'359 CHF 29'737 CHF 98.05% 98.05%
10.07.2024 18.35% 0.05 CHF 0.06 CHF 1'000'000 250'000 993'740 472'403 49'217 CHF 28'215 CHF 95.48% 95.48%
09.07.2024 18.12% 0.05 CHF 0.06 CHF 1'000'000 250'000 962'721 406'733 48'496 CHF 25'018 CHF 99.06% 99.06%
08.07.2024 17.12% 0.05 CHF 0.06 CHF 1'000'000 500'000 943'636 481'212 50'403 CHF 30'530 CHF 99.23% 99.23%
05.07.2024 19.47% 0.06 CHF 0.07 CHF 925'000 475'000 982'389 287'045 45'680 CHF 16'535 CHF 99.38% 99.38%
04.07.2024 21.84% 0.04 CHF 0.05 CHF 1'000'000 250'000 994'255 250'000 40'873 CHF 12'777 CHF 99.39% 99.39%
03.07.2024 25.02% 0.04 CHF 0.05 CHF 1'000'000 250'000 993'727 250'000 34'748 CHF 11'242 CHF 98.61% 98.61%
02.07.2024 24.74% 0.04 CHF 0.05 CHF 1'000'000 250'000 993'312 250'000 35'253 CHF 11'372 CHF 99.05% 99.05%

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