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
14.05.2024 47.50% 0.02 CHF 0.03 CHF 1'500'000 300'000 1'500'000 300'000 24'143 CHF 7'828 CHF 99.27% 99.27%
13.05.2024 45.46% 0.02 CHF 0.03 CHF 1'500'000 300'000 1'500'000 300'000 26'229 CHF 8'246 CHF 98.75% 98.75%
10.05.2024 63.10% 0.01 CHF 0.02 CHF 1'500'000 300'000 1'500'000 300'000 16'387 CHF 6'277 CHF 99.27% 99.27%
08.05.2024 67.24% 0.01 CHF 0.02 CHF 1'500'000 300'000 1'500'000 300'000 14'819 CHF 5'964 CHF 99.27% 99.27%
07.05.2024 66.67% 0.01 CHF 0.02 CHF 1'500'000 300'000 1'500'000 300'000 15'000 CHF 6'000 CHF 98.03% 98.03%
06.05.2024 61.50% 0.01 CHF 0.02 CHF 1'500'000 300'000 1'500'000 299'972 17'909 CHF 6'581 CHF 99.27% 99.27%
03.05.2024 65.22% 0.01 CHF 0.02 CHF 1'500'000 300'000 1'500'000 300'000 15'814 CHF 6'163 CHF 99.11% 99.11%
02.05.2024 40.87% 0.02 CHF 0.03 CHF 1'500'000 300'000 1'500'000 299'965 29'509 CHF 8'901 CHF 99.24% 99.24%
30.04.2024 40.00% 0.02 CHF 0.03 CHF 1'500'000 300'000 1'500'000 300'000 30'000 CHF 9'000 CHF 98.01% 98.01%
29.04.2024 40.00% 0.02 CHF 0.03 CHF 1'500'000 300'000 1'500'000 300'000 30'000 CHF 9'000 CHF 99.06% 99.06%

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