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
29.05.2024 38.81% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 20'896 CHF 7'724 CHF 98.99% 98.99%
28.05.2024 29.21% 0.03 CHF 0.04 CHF 1'000'000 250'000 987'006 250'000 29'376 CHF 9'950 CHF 99.18% 99.18%
27.05.2024 20.19% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 317'613 44'820 CHF 17'752 CHF 99.39% 99.39%
24.05.2024 19.40% 0.05 CHF 0.06 CHF 1'000'000 500'000 998'322 320'958 46'572 CHF 18'420 CHF 99.39% 99.39%
23.05.2024 16.73% 0.06 CHF 0.07 CHF 925'000 475'000 928'263 475'466 50'857 CHF 30'806 CHF 99.10% 99.10%
22.05.2024 19.42% 0.05 CHF 0.06 CHF 1'000'000 250'000 1'000'000 350'807 46'695 CHF 20'210 CHF 97.92% 97.92%
21.05.2024 20.67% 0.04 CHF 0.05 CHF 1'000'000 250'000 988'693 287'674 43'208 CHF 15'778 CHF 99.39% 99.39%
17.05.2024 16.46% 0.06 CHF 0.07 CHF 925'000 475'000 890'880 459'417 49'701 CHF 30'216 CHF 99.03% 99.03%
16.05.2024 12.62% 0.07 CHF 0.08 CHF 725'000 375'000 676'534 351'622 50'205 CHF 29'617 CHF 99.26% 99.26%
15.05.2024 16.90% 0.06 CHF 0.07 CHF 850'000 425'000 915'149 432'847 49'733 CHF 28'159 CHF 99.38% 99.38%

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