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 36.29% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 22'584 CHF 16'292 CHF 99.10% 99.10%
14.05.2024 35.77% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 22'966 CHF 16'483 CHF 96.33% 96.33%
13.05.2024 41.18% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 19'296 CHF 14'648 CHF 99.05% 99.05%
10.05.2024 40.69% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 19'597 CHF 14'799 CHF 99.42% 99.42%
08.05.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 99.37% 99.37%
07.05.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 99.39% 99.39%
06.05.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 99.17% 99.17%
03.05.2024 31.52% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 27'418 CHF 18'709 CHF 99.21% 99.21%
02.05.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 98.87% 98.87%
30.04.2024 42.03% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 19'238 CHF 14'619 CHF 99.38% 99.38%

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