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
13.05.2024 29.30% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 29'363 CHF 19'682 CHF 94.83% 94.83%
10.05.2024 25.30% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 35'261 CHF 22'631 CHF 98.68% 98.68%
08.05.2024 20.13% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 45'244 CHF 27'622 CHF 98.75% 98.75%
07.05.2024 18.18% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 50'000 CHF 30'000 CHF 98.75% 98.75%
06.05.2024 20.01% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 45'487 CHF 27'744 CHF 98.79% 98.79%
03.05.2024 22.15% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'200 CHF 25'100 CHF 98.37% 98.37%
02.05.2024 22.16% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'155 CHF 25'077 CHF 98.89% 98.89%
30.04.2024 16.42% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 56'295 CHF 33'148 CHF 98.80% 98.80%
29.04.2024 17.87% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 51'103 CHF 30'551 CHF 98.81% 98.81%
26.04.2024 19.90% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 45'759 CHF 27'880 CHF 98.91% 98.91%

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