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 49.94% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 15'030 CHF 6'257 CHF 99.04% 99.04%
15.05.2024 36.95% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 22'291 CHF 8'073 CHF 99.18% 99.18%
14.05.2024 28.59% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 30'054 CHF 10'013 CHF 98.90% 98.90%
13.05.2024 38.01% 0.03 CHF 0.04 CHF 1'000'000 250'000 993'602 250'000 21'542 CHF 7'920 CHF 99.15% 99.15%
10.05.2024 32.63% 0.03 CHF 0.04 CHF 1'000'000 250'000 994'270 250'000 25'580 CHF 8'935 CHF 96.44% 96.44%
08.05.2024 23.15% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 38'506 CHF 12'126 CHF 99.17% 99.17%
07.05.2024 19.87% 0.04 CHF 0.05 CHF 1'000'000 250'000 990'952 288'843 45'023 CHF 16'121 CHF 98.99% 98.99%
06.05.2024 15.81% 0.06 CHF 0.07 CHF 850'000 425'000 864'853 439'281 50'366 CHF 29'967 CHF 98.96% 98.96%
03.05.2024 9.54% 0.08 CHF 0.09 CHF 675'000 350'000 512'578 436'874 51'285 CHF 49'514 CHF 98.97% 98.97%
02.05.2024 7.91% 0.13 CHF 0.14 CHF 375'000 375'000 425'152 425'153 51'663 CHF 55'914 CHF 98.84% 98.84%

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