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 28.47% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'157 CHF 20'079 CHF 99.26% 99.26%
15.05.2024 37.02% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 22'612 CHF 16'306 CHF 99.11% 99.11%
14.05.2024 24.21% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 36'896 CHF 23'448 CHF 98.85% 98.85%
13.05.2024 22.66% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 39'311 CHF 24'656 CHF 98.45% 98.45%
10.05.2024 21.84% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 40'937 CHF 25'468 CHF 96.84% 96.84%
08.05.2024 22.96% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 39'559 CHF 24'780 CHF 98.93% 98.93%
07.05.2024 30.22% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 28'558 CHF 19'279 CHF 98.65% 98.65%
06.05.2024 29.66% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 29'049 CHF 19'525 CHF 98.90% 98.90%
03.05.2024 23.96% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 37'256 CHF 23'628 CHF 99.00% 99.00%
02.05.2024 26.52% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 33'370 CHF 21'685 CHF 99.07% 99.07%

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