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 66.64% 0.01 CHF 0.02 CHF 1'000'000 250'000 992'019 250'000 9'928 CHF 5'002 CHF 99.03% 99.03%
15.05.2024 50.04% 0.02 CHF 0.03 CHF 1'000'000 250'000 992'859 250'000 14'880 CHF 6'247 CHF 99.14% 99.14%
14.05.2024 44.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 18'000 CHF 7'000 CHF 98.86% 98.86%
13.05.2024 38.06% 0.02 CHF 0.03 CHF 1'000'000 250'000 994'046 250'000 21'335 CHF 7'864 CHF 99.17% 99.17%
10.05.2024 38.92% 0.03 CHF 0.04 CHF 1'000'000 250'000 995'087 250'000 20'713 CHF 7'703 CHF 96.50% 96.50%
08.05.2024 39.85% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 20'112 CHF 7'528 CHF 99.17% 99.17%
07.05.2024 34.20% 0.02 CHF 0.03 CHF 1'000'000 250'000 993'484 250'000 24'217 CHF 8'587 CHF 98.97% 98.97%
06.05.2024 28.11% 0.03 CHF 0.04 CHF 1'000'000 250'000 993'633 250'000 30'452 CHF 10'161 CHF 98.97% 98.97%
03.05.2024 26.56% 0.04 CHF 0.05 CHF 1'000'000 250'000 994'096 250'000 32'783 CHF 10'741 CHF 98.78% 98.78%
02.05.2024 23.69% 0.04 CHF 0.05 CHF 1'000'000 250'000 992'927 250'000 37'072 CHF 11'839 CHF 98.80% 98.80%

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