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
29.05.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 25.75% 98.28%
28.05.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 99.02% 99.34%
27.05.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 98.62% 98.62%
24.05.2024 62.83% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 11'440 CHF 10'720 CHF 98.09% 98.09%
23.05.2024 66.05% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'230 CHF 10'115 CHF 95.19% 95.19%
22.05.2024 41.99% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 19'254 CHF 14'627 CHF 99.21% 99.21%
21.05.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 89.91% 89.91%
17.05.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 97.68% 97.68%
16.05.2024 28.93% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 29'684 CHF 19'842 CHF 95.55% 95.55%
15.05.2024 36.99% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 22'636 CHF 16'318 CHF 92.39% 92.39%

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