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 91.26% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'961 CHF 7'981 CHF 97.65% 97.65%
15.05.2024 84.01% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 6'943 CHF 8'471 CHF 97.20% 97.20%
14.05.2024 76.48% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 8'083 CHF 9'042 CHF 95.26% 95.26%
13.05.2024 73.83% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 8'575 CHF 9'287 CHF 96.51% 96.51%
10.05.2024 73.30% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 8'662 CHF 9'331 CHF 98.57% 98.57%
08.05.2024 57.44% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 12'425 CHF 11'212 CHF 98.42% 98.42%
07.05.2024 48.10% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 15'825 CHF 12'912 CHF 98.29% 98.29%
06.05.2024 41.52% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 19'151 CHF 14'575 CHF 98.75% 98.75%
03.05.2024 37.76% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 21'958 CHF 15'979 CHF 97.67% 97.67%
02.05.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 99.20% 99.20%

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