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
29.05.2024 66.66% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'003 CHF 10'002 CHF 97.90% 97.90%
28.05.2024 51.69% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 15'618 CHF 12'809 CHF 97.36% 97.36%
27.05.2024 41.10% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 19'587 CHF 14'793 CHF 98.57% 98.57%
24.05.2024 40.02% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 19'992 CHF 14'996 CHF 99.22% 99.22%
23.05.2024 30.53% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 28'289 CHF 19'145 CHF 94.55% 94.55%
22.05.2024 34.57% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 24'755 CHF 17'377 CHF 98.05% 98.05%
21.05.2024 28.71% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 29'876 CHF 19'938 CHF 94.61% 94.61%
17.05.2024 27.78% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 31'245 CHF 20'623 CHF 98.83% 98.83%
16.05.2024 27.22% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 31'758 CHF 20'879 CHF 98.14% 98.14%
15.05.2024 25.46% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 34'285 CHF 22'143 CHF 98.90% 98.90%

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