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 70.91% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 9'167 CHF 9'583 CHF 99.57% 99.57%
28.05.2024 52.58% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 14'156 CHF 12'078 CHF 95.48% 95.48%
27.05.2024 49.09% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 15'382 CHF 12'691 CHF 98.92% 98.92%
24.05.2024 52.51% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 14'076 CHF 12'038 CHF 99.53% 99.53%
23.05.2024 39.45% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'485 CHF 15'242 CHF 96.13% 96.13%
22.05.2024 87.90% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 6'571 CHF 8'285 CHF 99.59% 99.59%
21.05.2024 83.21% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 7'046 CHF 8'523 CHF 96.39% 96.39%
17.05.2024 58.42% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 12'203 CHF 11'102 CHF 99.60% 99.60%
16.05.2024 59.98% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 11'693 CHF 10'846 CHF 96.09% 96.09%
15.05.2024 70.56% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 9'201 CHF 9'600 CHF 99.13% 99.13%

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