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 50.91% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 14'754 CHF 12'377 CHF 99.45% 99.45%
15.05.2024 59.35% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 12'117 CHF 11'059 CHF 99.19% 99.19%
14.05.2024 65.44% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'324 CHF 10'162 CHF 98.03% 98.03%
13.05.2024 65.73% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'297 CHF 10'148 CHF 99.37% 99.37%
10.05.2024 44.09% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 17'893 CHF 13'947 CHF 98.53% 98.53%
08.05.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 20.83% 99.36%
07.05.2024 66.06% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'228 CHF 10'114 CHF 99.40% 99.40%
06.05.2024 48.47% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 16'825 CHF 13'413 CHF 99.39% 99.39%
03.05.2024 43.66% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 18'628 CHF 14'314 CHF 90.54% 99.29%
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 99.34% 99.34%

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