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
15.05.2024 39.58% 0.01 CHF 0.02 CHF 1'000'000 1'000'000 989'375 989'375 22'497 CHF 32'468 CHF 94.43% 99.55%
14.05.2024 20.64% 0.03 CHF 0.04 CHF 1'000'000 1'000'000 1'000'000 1'000'000 43'714 CHF 53'714 CHF 99.85% 99.85%
13.05.2024 18.93% 0.05 CHF 0.06 CHF 1'000'000 1'000'000 1'000'000 1'000'000 47'875 CHF 57'875 CHF 100.00% 100.00%
10.05.2024 19.93% 0.05 CHF 0.06 CHF 1'000'000 1'000'000 1'000'000 1'000'000 45'299 CHF 55'299 CHF 100.00% 100.00%
08.05.2024 10.82% 0.09 CHF 0.10 CHF 1'000'000 1'000'000 999'836 999'836 87'870 CHF 97'870 CHF 99.45% 99.45%
07.05.2024 6.72% 0.10 CHF 0.11 CHF 1'000'000 1'000'000 999'087 999'087 146'150 CHF 156'150 CHF 100.00% 100.00%
06.05.2024 4.17% 0.21 CHF 0.22 CHF 1'000'000 1'000'000 1'000'000 1'000'000 238'674 CHF 248'674 CHF 99.72% 99.72%
03.05.2024 2.88% 0.35 CHF 0.36 CHF 1'000'000 1'000'000 987'386 987'386 356'318 CHF 366'276 CHF 99.29% 99.29%
02.05.2024 2.35% 0.43 CHF 0.44 CHF 1'000'000 1'000'000 1'000'000 1'000'000 420'936 CHF 430'936 CHF 98.79% 98.79%
30.04.2024 2.89% 0.44 CHF 0.45 CHF 1'000'000 1'000'000 999'426 999'426 342'213 CHF 352'213 CHF 99.73% 99.73%

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