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 19.09% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 47'741 CHF 28'871 CHF 98.81% 98.81%
15.05.2024 20.81% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 43'503 CHF 26'752 CHF 99.08% 99.08%
14.05.2024 22.03% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'467 CHF 25'234 CHF 98.22% 98.22%
13.05.2024 18.84% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 48'383 CHF 29'192 CHF 95.26% 95.26%
10.05.2024 18.12% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 50'245 CHF 30'123 CHF 98.91% 98.91%
08.05.2024 26.39% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 33'437 CHF 21'719 CHF 99.06% 99.06%
07.05.2024 21.41% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 42'681 CHF 26'340 CHF 97.74% 97.74%
06.05.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 99.09% 99.09%
03.05.2024 66.51% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'059 CHF 10'030 CHF 99.11% 99.11%
02.05.2024 64.75% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'718 CHF 10'359 CHF 98.82% 98.82%

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