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 28.48% 0.04 CHF 0.05 CHF 1'000'000 400'000 1'000'000 429'537 30'146 CHF 17'240 CHF 99.58% 99.58%
14.05.2024 30.09% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 417'846 28'674 CHF 16'051 CHF 99.63% 99.63%
13.05.2024 21.24% 0.05 CHF 0.06 CHF 900'000 300'000 964'256 364'256 40'754 CHF 18'941 CHF 99.08% 99.08%
10.05.2024 39.16% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 20'740 CHF 15'370 CHF 99.60% 99.60%
08.05.2024 40.54% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 19'697 CHF 14'849 CHF 99.15% 99.15%
07.05.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 476'312 30'000 CHF 19'053 CHF 99.60% 99.60%
06.05.2024 25.83% 0.04 CHF 0.05 CHF 1'000'000 400'000 1'000'000 400'000 34'313 CHF 17'725 CHF 99.74% 99.74%
03.05.2024 19.34% 0.03 CHF 0.04 CHF 1'000'000 500'000 925'948 333'301 44'562 CHF 19'060 CHF 99.72% 99.72%
02.05.2024 15.09% 0.07 CHF 0.08 CHF 900'000 300'000 898'667 299'749 55'210 CHF 21'411 CHF 99.59% 99.59%
30.04.2024 15.22% 0.06 CHF 0.07 CHF 900'000 300'000 929'584 339'527 60'706 CHF 24'940 CHF 96.06% 96.06%

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