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 37.54% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 21'665 CHF 15'832 CHF 99.30% 99.30%
15.05.2024 31.12% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 499'832 27'774 CHF 18'880 CHF 98.78% 98.78%
14.05.2024 31.97% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 27'027 CHF 18'513 CHF 96.81% 96.81%
13.05.2024 39.52% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'420 CHF 15'210 CHF 94.60% 94.60%
10.05.2024 26.83% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 417'450 32'742 CHF 17'795 CHF 99.60% 99.60%
08.05.2024 18.20% 0.05 CHF 0.06 CHF 1'000'000 400'000 993'710 393'710 49'645 CHF 23'606 CHF 99.24% 99.24%
07.05.2024 14.43% 0.05 CHF 0.06 CHF 900'000 300'000 896'544 298'848 58'143 CHF 22'370 CHF 98.00% 98.00%
06.05.2024 12.73% 0.09 CHF 0.10 CHF 750'000 250'000 757'278 252'426 55'991 CHF 21'188 CHF 97.17% 97.17%
03.05.2024 13.29% 0.07 CHF 0.08 CHF 750'000 250'000 879'772 293'257 61'805 CHF 23'534 CHF 98.87% 98.87%
02.05.2024 11.94% 0.07 CHF 0.08 CHF 900'000 300'000 798'003 266'001 62'839 CHF 23'607 CHF 99.27% 99.27%

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