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
13.05.2024 31.22% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 27'685 CHF 18'843 CHF 94.82% 94.82%
10.05.2024 28.53% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'062 CHF 20'031 CHF 98.81% 98.81%
08.05.2024 26.31% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 33'568 CHF 21'784 CHF 98.72% 98.72%
07.05.2024 23.58% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 37'863 CHF 23'932 CHF 99.16% 99.16%
06.05.2024 27.05% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 32'395 CHF 21'198 CHF 98.78% 98.78%
03.05.2024 28.49% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'123 CHF 20'062 CHF 98.40% 98.40%
02.05.2024 28.16% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'654 CHF 20'327 CHF 98.85% 98.85%
30.04.2024 22.22% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'014 CHF 25'007 CHF 98.82% 98.82%
29.04.2024 23.47% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 38'036 CHF 24'018 CHF 98.80% 98.80%
26.04.2024 26.22% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 33'710 CHF 21'855 CHF 98.99% 98.99%

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