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 22.31% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 39'856 CHF 24'928 CHF 98.93% 98.93%
15.05.2024 19.11% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 47'692 CHF 28'846 CHF 99.16% 99.16%
14.05.2024 21.98% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 40'609 CHF 25'305 CHF 98.41% 98.41%
13.05.2024 27.06% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 32'384 CHF 21'192 CHF 95.21% 95.21%
10.05.2024 22.22% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'000 CHF 25'000 CHF 98.88% 98.88%
08.05.2024 22.16% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'159 CHF 25'079 CHF 98.93% 98.93%
07.05.2024 20.26% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 44'863 CHF 27'431 CHF 98.88% 98.88%
06.05.2024 21.86% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 41'062 CHF 25'531 CHF 99.07% 99.07%
03.05.2024 26.19% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 33'744 CHF 21'872 CHF 98.61% 98.61%
02.05.2024 23.72% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 37'634 CHF 23'817 CHF 99.09% 99.09%

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