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 62.31% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 11'215 CHF 10'608 CHF 96.37% 96.37%
15.05.2024 37.56% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 21'986 CHF 15'993 CHF 99.10% 99.10%
14.05.2024 37.82% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 22'819 CHF 16'409 CHF 98.77% 98.77%
13.05.2024 94.13% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'884 CHF 7'942 CHF 94.69% 94.69%
10.05.2024 116.98% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 3'651 CHF 6'825 CHF 98.30% 98.30%
08.05.2024 102.52% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 4'796 CHF 7'398 CHF 96.60% 96.60%
07.05.2024 65.73% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'242 CHF 10'121 CHF 97.59% 97.59%
06.05.2024 77.33% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 8'064 CHF 9'032 CHF 98.66% 98.66%
03.05.2024 86.21% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 6'707 CHF 8'353 CHF 98.73% 98.73%
02.05.2024 92.01% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'916 CHF 7'958 CHF 99.13% 99.13%

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