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 160.00% 0.01 CHF 0.05 CHF 1'000'000 250'000 988'266 250'000 4'941 CHF 11'250 CHF 98.98% 98.98%
28.05.2024 156.88% 0.01 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 5'631 CHF 11'408 CHF 99.20% 99.20%
27.05.2024 122.69% 0.02 CHF 0.06 CHF 1'000'000 250'000 975'353 259'375 14'078 CHF 14'925 CHF 99.39% 99.39%
24.05.2024 44.44% 0.07 CHF 0.11 CHF 725'000 375'000 719'541 372'928 50'368 CHF 41'022 CHF 99.38% 99.38%
23.05.2024 38.84% 0.08 CHF 0.12 CHF 625'000 325'000 604'976 316'085 50'212 CHF 38'888 CHF 99.08% 99.08%
22.05.2024 38.25% 0.09 CHF 0.13 CHF 575'000 300'000 598'718 312'574 50'694 CHF 38'968 CHF 97.90% 97.90%
21.05.2024 38.17% 0.08 CHF 0.12 CHF 625'000 325'000 591'922 311'953 50'148 CHF 38'930 CHF 99.38% 99.38%
17.05.2024 35.99% 0.09 CHF 0.13 CHF 575'000 300'000 565'494 325'350 51'520 CHF 42'915 CHF 99.05% 99.05%
16.05.2024 37.97% 0.09 CHF 0.13 CHF 575'000 300'000 597'534 311'267 51'023 CHF 39'032 CHF 99.24% 99.24%
15.05.2024 39.98% 0.08 CHF 0.12 CHF 625'000 325'000 620'726 323'999 49'684 CHF 38'893 CHF 99.39% 99.39%

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