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
14.06.2024 60.58% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 199'519 12'823 CHF 4'313 CHF 99.37% 99.37%
13.06.2024 27.71% 0.03 CHF 0.04 CHF 1'000'000 100'000 1'000'000 100'000 31'354 CHF 4'135 CHF 99.32% 99.32%
12.06.2024 35.10% 0.04 CHF 0.05 CHF 1'000'000 100'000 1'000'000 133'536 25'081 CHF 4'514 CHF 99.38% 99.38%
11.06.2024 35.62% 0.02 CHF 0.03 CHF 1'000'000 150'000 1'000'000 150'000 23'836 CHF 5'075 CHF 99.38% 99.38%
10.06.2024 30.28% 0.03 CHF 0.04 CHF 1'000'000 150'000 1'000'000 127'070 28'508 CHF 4'859 CHF 99.38% 99.38%
07.06.2024 22.64% 0.03 CHF 0.04 CHF 1'000'000 150'000 1'000'000 107'093 39'797 CHF 5'263 CHF 99.14% 99.14%
05.06.2024 29.53% 0.03 CHF 0.04 CHF 1'000'000 150'000 1'000'000 149'979 29'252 CHF 5'887 CHF 99.37% 99.37%
04.06.2024 26.01% 0.02 CHF 0.03 CHF 1'000'000 150'000 1'000'000 136'917 34'713 CHF 6'053 CHF 99.09% 99.09%
03.06.2024 15.28% 0.04 CHF 0.05 CHF 1'000'000 100'000 1'000'000 93'441 61'208 CHF 6'592 CHF 99.38% 99.38%
31.05.2024 14.69% 0.06 CHF 0.07 CHF 1'000'000 100'000 1'000'000 96'082 63'668 CHF 7'029 CHF 99.38% 99.38%

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