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
22.05.2024 28.05% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 34'645 CHF 22'322 CHF 98.33% 98.33%
21.05.2024 26.70% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 33'091 CHF 21'546 CHF 96.04% 96.04%
17.05.2024 26.42% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 33'394 CHF 21'697 CHF 98.44% 98.44%
16.05.2024 14.38% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 493'830 65'590 CHF 37'262 CHF 98.90% 98.90%
15.05.2024 14.65% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 498'483 63'719 CHF 36'723 CHF 98.31% 98.31%
14.05.2024 15.38% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 60'033 CHF 35'016 CHF 98.25% 98.25%
13.05.2024 13.61% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 493'595 68'914 CHF 38'881 CHF 94.93% 94.93%
10.05.2024 12.00% 0.08 CHF 0.09 CHF 1'000'000 400'000 1'000'000 471'272 78'766 CHF 41'662 CHF 98.97% 98.97%
08.05.2024 20.79% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 43'816 CHF 26'908 CHF 98.72% 98.72%
07.05.2024 15.25% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 62'936 CHF 36'468 CHF 98.16% 98.16%

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