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 47.11% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 16'332 CHF 13'166 CHF 99.17% 99.17%
15.05.2024 55.88% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 12'999 CHF 11'499 CHF 98.75% 98.75%
14.05.2024 59.25% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 11'927 CHF 10'964 CHF 98.61% 98.61%
13.05.2024 81.30% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 7'721 CHF 8'861 CHF 97.33% 97.33%
10.05.2024 69.19% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 9'472 CHF 9'736 CHF 98.82% 98.82%
08.05.2024 49.85% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 16'308 CHF 13'154 CHF 77.41% 97.90%
07.05.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 95.08% 95.08%
06.05.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 91.32% 91.32%
03.05.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 97.06% 97.06%
02.05.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 97.76% 97.76%

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