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
14.05.2024 83.98% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 6'926 CHF 8'463 CHF 96.41% 96.41%
13.05.2024 73.73% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 8'590 CHF 9'295 CHF 99.04% 99.04%
10.05.2024 59.99% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 11'738 CHF 10'869 CHF 99.27% 99.27%
08.05.2024 40.08% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 19'972 CHF 14'986 CHF 99.37% 99.37%
07.05.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 99.35% 99.35%
06.05.2024 39.84% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 20'140 CHF 15'070 CHF 99.19% 99.19%
03.05.2024 37.53% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 22'161 CHF 16'081 CHF 99.32% 99.32%
02.05.2024 38.70% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 21'139 CHF 15'570 CHF 98.87% 98.87%
30.04.2024 21.35% 0.05 CHF 0.06 CHF 1'000'000 400'000 1'000'000 476'833 42'167 CHF 24'708 CHF 99.38% 99.38%
29.04.2024 18.69% 0.05 CHF 0.06 CHF 1'000'000 400'000 1'000'000 412'920 48'744 CHF 24'150 CHF 99.36% 99.36%

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