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 14.98% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 61'993 CHF 35'997 CHF 99.08% 99.08%
10.05.2024 18.18% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 50'000 CHF 30'000 CHF 99.59% 99.59%
08.05.2024 23.07% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 499'996 38'660 CHF 24'330 CHF 98.24% 98.24%
07.05.2024 22.22% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'000 CHF 25'000 CHF 98.44% 98.44%
06.05.2024 17.30% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 53'140 CHF 31'570 CHF 99.74% 99.74%
03.05.2024 17.63% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 499'980 51'955 CHF 30'976 CHF 95.76% 95.76%
02.05.2024 26.41% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 33'410 CHF 21'705 CHF 96.86% 96.86%
30.04.2024 30.25% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 28'531 CHF 19'266 CHF 99.48% 99.48%
29.04.2024 32.40% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 26'652 CHF 18'326 CHF 99.63% 99.63%
26.04.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 97.80% 97.80%

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