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
24.05.2024 84.38% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 6'934 CHF 8'467 CHF 93.19% 93.19%
23.05.2024 79.76% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 7'596 CHF 8'798 CHF 95.32% 95.32%
22.05.2024 92.63% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'836 CHF 7'918 CHF 92.58% 92.58%
21.05.2024 91.96% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'894 CHF 7'947 CHF 92.33% 92.33%
17.05.2024 77.19% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 8'009 CHF 9'005 CHF 98.31% 98.31%
16.05.2024 73.93% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 8'611 CHF 9'305 CHF 98.20% 98.20%
15.05.2024 85.26% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 6'769 CHF 8'384 CHF 98.02% 98.02%
14.05.2024 67.28% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 9'896 CHF 9'948 CHF 98.95% 98.95%
13.05.2024 60.83% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 11'466 CHF 10'733 CHF 90.58% 90.58%
10.05.2024 62.00% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 11'170 CHF 10'585 CHF 96.81% 96.81%

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