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 58.40% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 12'249 CHF 11'125 CHF 97.31% 97.31%
15.05.2024 41.88% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 20'309 CHF 15'154 CHF 94.21% 99.70%
14.05.2024 29.78% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 28'942 CHF 19'471 CHF 98.89% 98.89%
13.05.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 98.74% 98.74%
10.05.2024 23.15% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 38'536 CHF 24'268 CHF 99.45% 99.45%
08.05.2024 22.26% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 39'947 CHF 24'974 CHF 99.63% 99.63%
07.05.2024 8.46% 0.04 CHF 0.05 CHF 1'000'000 500'000 888'994 352'071 127'740 CHF 50'434 CHF 98.54% 98.54%
06.05.2024 5.29% 0.20 CHF 0.21 CHF 750'000 250'000 887'674 295'891 163'517 CHF 57'465 CHF 99.62% 99.62%
03.05.2024 5.96% 0.16 CHF 0.17 CHF 900'000 300'000 900'000 300'000 146'710 CHF 51'903 CHF 99.72% 99.72%
02.05.2024 6.88% 0.15 CHF 0.16 CHF 900'000 300'000 992'339 392'339 139'200 CHF 58'932 CHF 99.43% 99.43%

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