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 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 97.27% 97.27%
15.05.2024 23.67% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 37'862 CHF 23'931 CHF 99.70% 99.70%
14.05.2024 20.75% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 43'645 CHF 26'823 CHF 98.86% 98.86%
13.05.2024 18.18% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 50'000 CHF 30'000 CHF 98.81% 98.81%
10.05.2024 18.17% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 50'043 CHF 30'022 CHF 99.44% 99.44%
08.05.2024 17.69% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 51'753 CHF 30'877 CHF 99.57% 99.57%
07.05.2024 9.10% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 454'256 126'112 CHF 59'476 CHF 98.56% 98.56%
06.05.2024 6.57% 0.16 CHF 0.17 CHF 1'000'000 400'000 1'000'000 400'000 147'600 CHF 63'040 CHF 99.58% 99.58%
03.05.2024 7.22% 0.14 CHF 0.15 CHF 1'000'000 400'000 1'000'000 466'281 133'623 CHF 66'729 CHF 99.69% 99.69%
02.05.2024 7.99% 0.13 CHF 0.14 CHF 1'000'000 500'000 1'000'000 500'000 120'178 CHF 65'089 CHF 99.54% 99.54%

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