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 18.76% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 48'564 CHF 29'282 CHF 99.07% 99.07%
12.07.2024 18.18% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 50'000 CHF 30'000 CHF 99.36% 99.36%
11.07.2024 27.21% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 32'193 CHF 21'096 CHF 98.96% 98.96%
10.07.2024 22.67% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 39'297 CHF 24'649 CHF 99.17% 99.17%
09.07.2024 22.32% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 39'842 CHF 24'921 CHF 97.96% 97.96%
08.07.2024 24.56% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 36'333 CHF 23'166 CHF 99.37% 99.37%
05.07.2024 19.07% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 47'791 CHF 28'895 CHF 99.50% 99.50%
04.07.2024 18.18% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 50'000 CHF 30'000 CHF 99.58% 99.58%
03.07.2024 17.53% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 52'320 CHF 31'160 CHF 99.41% 99.41%
02.07.2024 13.44% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 69'496 CHF 39'748 CHF 99.53% 99.53%

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