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
07.05.2024 35.75% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 23'179 CHF 16'590 CHF 98.01% 98.01%
06.05.2024 37.91% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 21'507 CHF 15'753 CHF 95.28% 95.28%
03.05.2024 33.34% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 25'828 CHF 17'914 CHF 98.29% 98.29%
02.05.2024 28.60% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'037 CHF 20'019 CHF 99.59% 99.59%
30.04.2024 28.61% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 29'968 CHF 19'984 CHF 98.62% 98.62%
29.04.2024 25.50% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 35'421 CHF 22'711 CHF 98.09% 98.09%
26.04.2024 37.76% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 21'655 CHF 15'827 CHF 98.00% 98.00%
25.04.2024 30.80% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 28'158 CHF 19'079 CHF 91.95% 91.95%
24.04.2024 26.40% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 37'257 CHF 23'629 CHF 99.60% 99.60%
23.04.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 99.59% 99.59%

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