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
08.05.2024 22.22% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'000 CHF 25'000 CHF 99.36% 99.36%
07.05.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 99.40% 99.40%
06.05.2024 28.52% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'084 CHF 20'042 CHF 99.34% 99.34%
03.05.2024 25.72% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 34'492 CHF 22'246 CHF 99.24% 99.24%
02.05.2024 24.85% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 35'869 CHF 22'934 CHF 99.37% 99.37%
30.04.2024 21.89% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'818 CHF 25'409 CHF 99.39% 99.39%
29.04.2024 21.84% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'951 CHF 25'475 CHF 99.35% 99.35%
26.04.2024 23.51% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 38'091 CHF 24'046 CHF 99.56% 99.56%
25.04.2024 18.46% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 49'495 CHF 29'748 CHF 99.47% 99.47%
24.04.2024 24.43% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 36'517 CHF 23'258 CHF 99.24% 99.24%

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