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
13.05.2024 82.88% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 7'071 CHF 8'535 CHF 99.01% 99.01%
10.05.2024 83.35% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 7'024 CHF 8'512 CHF 99.38% 99.38%
08.05.2024 89.09% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 6'243 CHF 8'122 CHF 99.37% 99.37%
07.05.2024 81.33% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 7'320 CHF 8'660 CHF 99.39% 99.39%
06.05.2024 76.83% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 8'027 CHF 9'013 CHF 99.19% 99.19%
03.05.2024 69.93% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 9'416 CHF 9'708 CHF 99.25% 99.25%
02.05.2024 55.77% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 13'084 CHF 11'542 CHF 98.84% 98.84%
30.04.2024 93.95% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'681 CHF 7'841 CHF 99.35% 99.35%
29.04.2024 97.66% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'266 CHF 7'633 CHF 99.35% 99.35%
26.04.2024 86.18% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 6'632 CHF 8'316 CHF 99.31% 99.31%

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