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
17.05.2024 30.23% 0.02 CHF 0.03 CHF 1'000'000 1'000'000 1'000'000 1'000'000 28'153 CHF 38'153 CHF 100.00% 100.00%
16.05.2024 32.48% 0.03 CHF 0.04 CHF 1'000'000 1'000'000 998'602 998'602 25'824 CHF 35'824 CHF 100.00% 100.00%
15.05.2024 31.40% 0.03 CHF 0.04 CHF 1'000'000 1'000'000 970'090 970'090 30'266 CHF 40'134 CHF 98.49% 99.55%
14.05.2024 24.41% 0.03 CHF 0.04 CHF 1'000'000 1'000'000 1'000'000 1'000'000 36'063 CHF 46'063 CHF 99.84% 99.84%
13.05.2024 21.78% 0.04 CHF 0.05 CHF 1'000'000 1'000'000 1'000'000 1'000'000 40'946 CHF 50'946 CHF 100.00% 100.00%
10.05.2024 22.69% 0.04 CHF 0.05 CHF 1'000'000 1'000'000 1'000'000 1'000'000 39'144 CHF 49'144 CHF 100.00% 100.00%
08.05.2024 21.43% 0.04 CHF 0.05 CHF 1'000'000 1'000'000 999'825 999'825 41'789 CHF 51'789 CHF 99.44% 99.44%
07.05.2024 18.18% 0.04 CHF 0.05 CHF 1'000'000 1'000'000 999'077 999'077 50'218 CHF 60'218 CHF 100.00% 100.00%
06.05.2024 15.10% 0.06 CHF 0.07 CHF 1'000'000 1'000'000 1'000'000 1'000'000 61'625 CHF 71'625 CHF 99.74% 99.74%
03.05.2024 12.24% 0.08 CHF 0.09 CHF 1'000'000 1'000'000 987'265 987'265 79'326 CHF 89'284 CHF 99.31% 99.31%

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