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
07.05.2024 21.36% 0.05 CHF 0.06 CHF 900'000 300'000 989'817 389'817 41'635 CHF 20'247 CHF 98.04% 98.04%
06.05.2024 24.58% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 417'727 36'287 CHF 19'224 CHF 97.17% 97.17%
03.05.2024 18.97% 0.04 CHF 0.05 CHF 1'000'000 400'000 1'000'000 400'000 48'059 CHF 23'224 CHF 98.17% 98.17%
02.05.2024 20.49% 0.05 CHF 0.06 CHF 1'000'000 400'000 1'000'000 400'000 44'279 CHF 21'711 CHF 99.27% 99.27%
30.04.2024 22.29% 0.04 CHF 0.05 CHF 1'000'000 400'000 1'000'000 406'321 39'888 CHF 20'260 CHF 99.20% 99.20%
29.04.2024 22.34% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 407'711 39'811 CHF 20'291 CHF 99.56% 99.56%
26.04.2024 22.30% 0.04 CHF 0.05 CHF 1'000'000 400'000 1'000'000 475'573 40'085 CHF 23'762 CHF 99.60% 99.60%
25.04.2024 24.88% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 35'674 CHF 22'837 CHF 99.55% 99.55%
24.04.2024 82.99% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 7'103 CHF 8'551 CHF 99.55% 99.55%
23.04.2024 88.88% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 6'287 CHF 8'143 CHF 99.37% 99.37%

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