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 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 98.98% 98.98%
15.05.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 98.43% 98.43%
14.05.2024 28.46% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'171 CHF 20'086 CHF 99.42% 99.42%
13.05.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 98.56% 98.56%
10.05.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 97.31% 97.31%
08.05.2024 27.41% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 31'827 CHF 20'914 CHF 99.42% 99.42%
07.05.2024 22.22% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'000 CHF 25'000 CHF 99.58% 99.58%
06.05.2024 18.09% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 50'331 CHF 30'165 CHF 99.57% 99.57%
03.05.2024 13.82% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 67'853 CHF 38'927 CHF 98.34% 98.34%
02.05.2024 14.96% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 62'083 CHF 36'041 CHF 99.60% 99.60%

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