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 43.20% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 18'173 CHF 14'087 CHF 98.55% 98.55%
15.05.2024 41.38% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 19'245 CHF 14'623 CHF 92.97% 92.97%
14.05.2024 41.36% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 19'197 CHF 14'598 CHF 91.59% 91.59%
13.05.2024 50.74% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 14'737 CHF 12'369 CHF 85.90% 85.90%
10.05.2024 54.03% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 13'522 CHF 11'761 CHF 87.13% 87.13%
08.05.2024 65.60% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'401 CHF 10'201 CHF 97.75% 97.75%
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 86.86% 86.86%
06.05.2024 37.75% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 21'968 CHF 15'984 CHF 85.77% 85.77%
03.05.2024 39.92% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'071 CHF 15'035 CHF 92.10% 92.10%
02.05.2024 38.64% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 21'193 CHF 15'596 CHF 92.05% 92.05%

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