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
16.05.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 98.58% 98.58%
15.05.2024 25.73% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 34'482 CHF 22'241 CHF 92.96% 92.96%
14.05.2024 23.37% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 38'196 CHF 24'098 CHF 91.39% 91.39%
13.05.2024 28.80% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 29'802 CHF 19'901 CHF 85.96% 85.96%
10.05.2024 32.41% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 26'643 CHF 18'321 CHF 87.03% 87.03%
08.05.2024 34.78% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 24'570 CHF 17'285 CHF 97.72% 97.72%
07.05.2024 22.00% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 40'548 CHF 25'274 CHF 86.87% 86.87%
06.05.2024 19.30% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 47'230 CHF 28'615 CHF 85.87% 85.87%
03.05.2024 21.52% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 41'739 CHF 25'869 CHF 92.05% 92.05%
02.05.2024 20.84% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 43'419 CHF 26'709 CHF 92.05% 92.05%

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