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
07.05.2024 104.19% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 4'799 CHF 7'399 CHF 95.20% 95.20%
06.05.2024 70.79% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 9'235 CHF 9'618 CHF 92.78% 92.78%
03.05.2024 59.52% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 12'012 CHF 11'006 CHF 94.88% 94.88%
02.05.2024 48.59% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 15'786 CHF 12'893 CHF 95.44% 95.44%
30.04.2024 62.71% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 11'485 CHF 10'743 CHF 94.74% 94.74%
29.04.2024 30.98% 0.02 CHF 0.03 CHF 1'000'000 400'000 1'000'000 400'000 27'892 CHF 15'157 CHF 91.60% 91.60%
26.04.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 400'000 1'000'000 428'833 30'000 CHF 17'153 CHF 94.36% 94.36%
25.04.2024 27.38% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 438'023 31'926 CHF 18'286 CHF 95.18% 95.18%
24.04.2024 24.15% 0.03 CHF 0.04 CHF 1'000'000 400'000 1'000'000 400'000 36'960 CHF 18'784 CHF 96.86% 96.86%
23.04.2024 28.52% 0.03 CHF 0.04 CHF 1'000'000 400'000 1'000'000 434'659 30'076 CHF 17'417 CHF 89.28% 89.28%

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