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 73.50% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 8'704 CHF 9'352 CHF 98.90% 98.90%
07.05.2024 54.65% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 14'507 CHF 12'254 CHF 98.74% 98.74%
06.05.2024 48.14% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 16'946 CHF 13'473 CHF 98.98% 98.98%
03.05.2024 47.96% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 15'886 CHF 12'943 CHF 98.48% 98.48%
02.05.2024 50.73% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 14'733 CHF 12'366 CHF 98.99% 98.99%
30.04.2024 46.61% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 16'485 CHF 13'243 CHF 98.87% 98.87%
29.04.2024 54.95% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 13'214 CHF 11'607 CHF 97.26% 97.26%
26.04.2024 56.42% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 12'755 CHF 11'377 CHF 99.04% 99.04%
25.04.2024 61.23% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 11'365 CHF 10'683 CHF 99.00% 99.00%
24.04.2024 54.87% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 13'271 CHF 11'635 CHF 99.22% 99.22%

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