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
15.05.2024 34.28% 0.03 CHF 0.04 CHF 1'500'000 250'000 1'500'000 250'000 37'513 CHF 8'752 CHF 98.33% 98.33%
14.05.2024 28.88% 0.03 CHF 0.04 CHF 1'500'000 250'000 1'500'000 250'000 44'828 CHF 9'971 CHF 99.36% 99.36%
13.05.2024 37.56% 0.03 CHF 0.04 CHF 1'500'000 250'000 1'500'000 250'000 33'295 CHF 8'049 CHF 98.93% 98.93%
10.05.2024 29.79% 0.03 CHF 0.04 CHF 1'500'000 250'000 1'500'000 250'000 43'613 CHF 9'769 CHF 99.36% 99.36%
08.05.2024 40.00% 0.02 CHF 0.03 CHF 1'500'000 250'000 1'500'000 250'000 30'000 CHF 7'500 CHF 99.36% 99.36%
07.05.2024 39.78% 0.02 CHF 0.03 CHF 1'500'000 250'000 1'500'000 250'000 30'285 CHF 7'548 CHF 94.64% 94.64%
06.05.2024 40.00% 0.02 CHF 0.03 CHF 1'500'000 250'000 1'500'000 250'000 30'000 CHF 7'500 CHF 99.37% 99.37%
03.05.2024 40.00% 0.02 CHF 0.03 CHF 1'500'000 250'000 1'500'000 250'000 30'000 CHF 7'500 CHF 99.37% 99.37%
02.05.2024 46.51% 0.02 CHF 0.03 CHF 1'500'000 250'000 1'500'000 250'000 26'336 CHF 6'889 CHF 99.37% 99.37%
30.04.2024 39.89% 0.02 CHF 0.03 CHF 1'500'000 250'000 1'500'000 250'000 30'148 CHF 7'525 CHF 99.36% 99.36%

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