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 40.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 20'000 CHF 7'500 CHF 98.98% 98.98%
28.05.2024 36.43% 0.02 CHF 0.03 CHF 1'000'000 250'000 986'985 250'000 22'356 CHF 8'170 CHF 99.19% 99.19%
27.05.2024 33.33% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 25'000 CHF 8'750 CHF 99.38% 99.38%
24.05.2024 33.33% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 25'000 CHF 8'750 CHF 99.39% 99.39%
23.05.2024 31.92% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 26'480 CHF 9'120 CHF 99.11% 99.11%
22.05.2024 33.33% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 25'000 CHF 8'750 CHF 97.91% 97.91%
21.05.2024 33.33% 0.03 CHF 0.04 CHF 1'000'000 250'000 994'304 250'000 24'858 CHF 8'750 CHF 99.39% 99.39%
17.05.2024 33.33% 0.03 CHF 0.04 CHF 1'000'000 250'000 976'061 250'000 24'402 CHF 8'750 CHF 99.04% 99.04%
16.05.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 250'000 994'225 250'000 29'827 CHF 10'000 CHF 99.25% 99.25%
15.05.2024 30.88% 0.03 CHF 0.04 CHF 1'000'000 250'000 994'922 250'000 27'420 CHF 9'393 CHF 99.38% 99.38%

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