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
15.05.2024 68.95% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 9'541 CHF 9'771 CHF 99.08% 99.08%
14.05.2024 72.05% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 8'896 CHF 9'448 CHF 96.34% 96.34%
13.05.2024 79.96% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 7'532 CHF 8'766 CHF 99.02% 99.02%
10.05.2024 84.40% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 6'864 CHF 8'432 CHF 99.39% 99.39%
08.05.2024 89.02% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 6'256 CHF 8'128 CHF 99.36% 99.36%
07.05.2024 77.83% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 7'861 CHF 8'930 CHF 99.37% 99.37%
06.05.2024 67.94% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 9'760 CHF 9'880 CHF 99.19% 99.19%
03.05.2024 62.75% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 11'135 CHF 10'567 CHF 99.25% 99.25%
02.05.2024 48.33% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 15'871 CHF 12'935 CHF 98.85% 98.85%
30.04.2024 100.35% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'023 CHF 7'512 CHF 99.34% 99.34%

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