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 27.80% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 31'212 CHF 20'606 CHF 96.68% 96.68%
13.05.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 99.01% 99.01%
10.05.2024 28.66% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 29'919 CHF 19'959 CHF 99.40% 99.40%
08.05.2024 28.71% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 29'876 CHF 19'938 CHF 99.36% 99.36%
07.05.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 99.37% 99.37%
06.05.2024 23.98% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 37'236 CHF 23'618 CHF 99.18% 99.18%
03.05.2024 23.55% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 37'909 CHF 23'954 CHF 99.24% 99.24%
02.05.2024 18.96% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 48'065 CHF 29'032 CHF 98.83% 98.83%
30.04.2024 38.09% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 21'674 CHF 15'837 CHF 99.33% 99.33%
29.04.2024 37.94% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 21'806 CHF 15'903 CHF 99.34% 99.34%

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