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 23.38% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 38'182 CHF 24'091 CHF 99.58% 99.58%
13.05.2024 19.10% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 47'734 CHF 28'867 CHF 99.13% 99.13%
10.05.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 99.56% 99.56%
08.05.2024 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%
07.05.2024 25.58% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 34'716 CHF 22'358 CHF 99.60% 99.60%
06.05.2024 22.22% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'000 CHF 25'000 CHF 99.60% 99.60%
03.05.2024 19.02% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 48'105 CHF 29'053 CHF 99.71% 99.71%
02.05.2024 15.74% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 58'732 CHF 34'366 CHF 99.60% 99.60%
30.04.2024 17.55% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 497'732 53'763 CHF 31'708 CHF 96.06% 96.06%
29.04.2024 15.36% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 60'141 CHF 35'071 CHF 99.58% 99.58%

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