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
14.05.2024 9.28% 0.10 CHF 0.11 CHF 1'000'000 400'000 1'000'000 400'000 102'890 CHF 45'156 CHF 99.16% 99.16%
13.05.2024 10.31% 0.10 CHF 0.11 CHF 1'000'000 400'000 1'000'000 422'391 93'616 CHF 43'375 CHF 98.59% 98.59%
10.05.2024 16.76% 0.06 CHF 0.07 CHF 1'000'000 500'000 999'977 500'000 56'310 CHF 33'156 CHF 99.17% 99.17%
08.05.2024 27.93% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 31'118 CHF 20'559 CHF 99.17% 99.17%
07.05.2024 36.39% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 23'155 CHF 16'577 CHF 97.94% 97.94%
06.05.2024 28.55% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'028 CHF 20'014 CHF 99.17% 99.17%
03.05.2024 28.40% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'271 CHF 20'136 CHF 99.16% 99.16%
02.05.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 99.15% 99.15%
30.04.2024 22.22% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'000 CHF 25'000 CHF 99.17% 99.17%
29.04.2024 22.41% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 39'698 CHF 24'849 CHF 99.17% 99.17%

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