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 94.32% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'625 CHF 7'813 CHF 99.33% 99.33%
15.05.2024 83.01% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 7'146 CHF 8'573 CHF 97.54% 97.54%
14.05.2024 86.46% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 6'635 CHF 8'317 CHF 96.76% 96.76%
13.05.2024 95.48% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'497 CHF 7'748 CHF 94.55% 94.55%
10.05.2024 72.78% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 8'761 CHF 9'380 CHF 99.57% 99.57%
08.05.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 99.59% 99.59%
07.05.2024 40.40% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 19'849 CHF 14'925 CHF 98.00% 98.00%
06.05.2024 38.11% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 21'656 CHF 15'828 CHF 96.85% 96.85%
03.05.2024 39.97% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'025 CHF 15'013 CHF 98.86% 98.86%
02.05.2024 30.18% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 28'590 CHF 19'295 CHF 99.24% 99.24%

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