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
14.05.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 99.16% 99.16%
13.05.2024 31.83% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 27'188 CHF 18'594 CHF 98.59% 98.59%
10.05.2024 40.92% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 19'657 CHF 14'828 CHF 99.17% 99.17%
08.05.2024 64.11% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'957 CHF 10'479 CHF 99.17% 99.17%
07.05.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 97.94% 97.94%
06.05.2024 66.38% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'108 CHF 10'054 CHF 99.17% 99.17%
03.05.2024 66.30% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'137 CHF 10'069 CHF 99.16% 99.16%
02.05.2024 65.68% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'369 CHF 10'185 CHF 99.15% 99.15%
30.04.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 99.17% 99.17%
29.04.2024 40.19% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 19'929 CHF 14'965 CHF 99.17% 99.17%

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