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 37.99% 0.02 CHF 0.03 CHF 1'500'000 250'000 1'500'000 250'000 32'029 CHF 7'838 CHF 99.37% 99.37%
15.05.2024 32.39% 0.02 CHF 0.03 CHF 1'500'000 250'000 1'500'000 250'000 39'080 CHF 9'013 CHF 99.14% 99.14%
14.05.2024 34.59% 0.02 CHF 0.03 CHF 1'500'000 250'000 1'500'000 250'000 35'954 CHF 8'492 CHF 99.36% 99.36%
13.05.2024 42.15% 0.02 CHF 0.03 CHF 1'500'000 250'000 1'500'000 250'000 28'187 CHF 7'198 CHF 98.85% 98.85%
10.05.2024 33.11% 0.02 CHF 0.03 CHF 1'500'000 250'000 1'500'000 250'000 38'046 CHF 8'841 CHF 99.37% 99.37%
08.05.2024 37.92% 0.02 CHF 0.03 CHF 1'500'000 250'000 1'500'000 250'000 32'179 CHF 7'863 CHF 99.37% 99.37%
07.05.2024 33.07% 0.03 CHF 0.04 CHF 1'500'000 250'000 1'500'000 250'000 37'912 CHF 8'819 CHF 99.38% 99.38%
06.05.2024 35.92% 0.02 CHF 0.03 CHF 1'500'000 250'000 1'499'990 250'000 34'405 CHF 8'234 CHF 99.36% 99.36%
03.05.2024 33.23% 0.02 CHF 0.03 CHF 1'500'000 250'000 1'500'000 250'000 37'820 CHF 8'803 CHF 99.13% 99.13%
02.05.2024 43.10% 0.02 CHF 0.03 CHF 1'500'000 250'000 1'500'000 250'000 27'413 CHF 7'069 CHF 99.31% 99.31%

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