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 39.59% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'356 CHF 15'178 CHF 93.42% 93.42%
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 94.40% 94.40%
11.07.2024 22.30% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 39'872 CHF 24'936 CHF 90.60% 90.60%
10.07.2024 18.04% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 50'513 CHF 30'256 CHF 87.11% 87.11%
09.07.2024 17.63% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 51'960 CHF 30'980 CHF 84.53% 84.53%
08.07.2024 18.35% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 49'571 CHF 29'786 CHF 85.94% 85.94%
05.07.2024 18.13% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 50'173 CHF 30'086 CHF 91.18% 91.18%
04.07.2024 15.38% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 60'000 CHF 35'000 CHF 80.01% 80.01%
03.07.2024 14.80% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 62'853 CHF 36'427 CHF 91.66% 91.66%
02.07.2024 13.11% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 71'826 CHF 40'913 CHF 96.55% 96.55%

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