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 39.27% 0.02 CHF 0.03 CHF 1'500'000 300'000 1'500'000 300'000 30'955 CHF 9'191 CHF 99.36% 99.36%
15.05.2024 28.57% 0.03 CHF 0.04 CHF 1'500'000 300'000 1'500'000 300'000 45'000 CHF 12'000 CHF 99.16% 99.16%
14.05.2024 28.81% 0.03 CHF 0.04 CHF 1'500'000 300'000 1'500'000 300'000 44'689 CHF 11'938 CHF 99.36% 99.36%
13.05.2024 28.44% 0.03 CHF 0.04 CHF 1'500'000 300'000 1'500'000 300'000 45'313 CHF 12'063 CHF 98.85% 98.85%
10.05.2024 38.50% 0.02 CHF 0.03 CHF 1'500'000 300'000 1'500'000 300'000 31'963 CHF 9'393 CHF 99.37% 99.37%
08.05.2024 40.00% 0.02 CHF 0.03 CHF 1'500'000 300'000 1'500'000 300'000 30'000 CHF 9'000 CHF 99.36% 99.36%
07.05.2024 30.02% 0.03 CHF 0.04 CHF 1'500'000 300'000 1'500'000 300'000 43'100 CHF 11'620 CHF 98.14% 98.14%
06.05.2024 28.57% 0.03 CHF 0.04 CHF 1'500'000 300'000 1'500'000 300'000 45'000 CHF 12'000 CHF 99.36% 99.36%
03.05.2024 28.57% 0.03 CHF 0.04 CHF 1'500'000 300'000 1'500'000 300'000 45'000 CHF 12'000 CHF 99.14% 99.14%
02.05.2024 28.57% 0.03 CHF 0.04 CHF 1'500'000 300'000 1'500'000 300'000 45'000 CHF 12'000 CHF 99.34% 99.34%

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