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 34.67% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 24'030 CHF 17'015 CHF 98.86% 98.86%
15.05.2024 57.52% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 13'431 CHF 11'716 CHF 99.16% 99.16%
14.05.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 98.72% 98.72%
13.05.2024 28.49% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'134 CHF 20'067 CHF 95.18% 95.18%
10.05.2024 27.83% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 31'171 CHF 20'585 CHF 98.89% 98.89%
08.05.2024 25.01% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 35'602 CHF 22'801 CHF 98.90% 98.90%
07.05.2024 27.12% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 32'284 CHF 21'142 CHF 98.88% 98.88%
06.05.2024 21.04% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 43'120 CHF 26'560 CHF 99.09% 99.09%
03.05.2024 15.89% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 484'285 58'610 CHF 33'051 CHF 98.60% 98.60%
02.05.2024 13.45% 0.07 CHF 0.08 CHF 1'000'000 400'000 1'000'000 405'525 69'477 CHF 32'180 CHF 97.96% 97.96%

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