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
10.05.2024 20.45% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 44'378 CHF 27'189 CHF 99.16% 99.16%
08.05.2024 38.75% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'908 CHF 15'454 CHF 98.89% 98.89%
07.05.2024 27.35% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 31'927 CHF 20'963 CHF 98.77% 98.77%
06.05.2024 28.49% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'135 CHF 20'067 CHF 99.00% 99.00%
03.05.2024 28.36% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'341 CHF 20'170 CHF 98.92% 98.92%
02.05.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 99.13% 99.13%
30.04.2024 28.17% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'632 CHF 20'316 CHF 98.90% 98.90%
29.04.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 97.18% 97.18%
26.04.2024 31.73% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 27'234 CHF 18'617 CHF 99.03% 99.03%
25.04.2024 37.91% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 21'829 CHF 15'915 CHF 98.94% 98.94%

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