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
14.05.2024 35.35% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 27'622 CHF 18'811 CHF 93.88% 93.88%
13.05.2024 26.84% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 32'337 CHF 21'168 CHF 99.08% 99.08%
10.05.2024 35.31% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 23'334 CHF 16'667 CHF 99.57% 99.57%
08.05.2024 43.54% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 18'081 CHF 14'041 CHF 98.19% 98.19%
07.05.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 98.42% 98.42%
06.05.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 99.58% 99.58%
03.05.2024 28.92% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 29'691 CHF 19'846 CHF 95.43% 95.43%
02.05.2024 45.98% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 16'823 CHF 13'411 CHF 96.84% 96.84%
30.04.2024 60.45% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 11'571 CHF 10'786 CHF 99.60% 99.60%
29.04.2024 63.62% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'736 CHF 10'368 CHF 99.43% 99.43%

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