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 20.22% 0.05 CHF 0.06 CHF 2'000'000 400'000 2'000'000 387'650 89'732 CHF 21'190 CHF 94.74% 94.74%
14.05.2024 25.31% 0.04 CHF 0.05 CHF 2'000'000 400'000 2'000'000 423'412 69'431 CHF 18'836 CHF 99.16% 99.16%
13.05.2024 21.61% 0.04 CHF 0.05 CHF 2'000'000 400'000 2'000'000 400'000 82'701 CHF 20'540 CHF 98.53% 98.53%
10.05.2024 14.64% 0.05 CHF 0.06 CHF 2'000'000 400'000 2'000'000 307'728 127'051 CHF 22'577 CHF 99.17% 99.17%
08.05.2024 14.81% 0.05 CHF 0.06 CHF 2'000'000 400'000 2'000'000 355'033 128'003 CHF 25'732 CHF 99.17% 99.17%
07.05.2024 14.53% 0.08 CHF 0.09 CHF 2'000'000 300'000 2'000'000 343'489 128'825 CHF 25'285 CHF 97.90% 97.90%
06.05.2024 22.91% 0.04 CHF 0.05 CHF 2'000'000 400'000 2'000'000 457'345 77'884 CHF 22'247 CHF 99.17% 99.17%
03.05.2024 27.50% 0.03 CHF 0.04 CHF 2'000'000 500'000 2'000'000 499'789 63'588 CHF 20'886 CHF 99.16% 99.16%
02.05.2024 24.65% 0.03 CHF 0.04 CHF 2'000'000 500'000 2'000'000 479'593 72'388 CHF 21'993 CHF 99.15% 99.15%
30.04.2024 20.04% 0.04 CHF 0.05 CHF 2'000'000 500'000 2'000'000 474'481 92'191 CHF 26'366 CHF 99.17% 99.17%

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