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 60.80% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 11'761 CHF 5'440 CHF 99.07% 99.07%
15.05.2024 65.49% 0.01 CHF 0.02 CHF 1'000'000 250'000 992'765 250'000 10'280 CHF 5'088 CHF 99.11% 99.11%
14.05.2024 59.97% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 12'010 CHF 5'503 CHF 98.91% 98.91%
13.05.2024 63.89% 0.02 CHF 0.03 CHF 1'000'000 250'000 993'660 250'000 10'769 CHF 5'208 CHF 99.18% 99.18%
10.05.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 994'703 250'000 9'947 CHF 5'000 CHF 96.47% 96.47%
08.05.2024 69.03% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 9'646 CHF 4'912 CHF 99.17% 99.17%
07.05.2024 51.98% 0.01 CHF 0.02 CHF 1'000'000 250'000 993'380 250'000 14'306 CHF 6'101 CHF 98.95% 98.95%
06.05.2024 63.14% 0.01 CHF 0.02 CHF 1'000'000 250'000 993'232 250'000 10'981 CHF 5'264 CHF 98.99% 98.99%
03.05.2024 50.56% 0.01 CHF 0.02 CHF 1'000'000 250'000 995'194 250'000 14'760 CHF 6'208 CHF 98.84% 98.84%
02.05.2024 50.38% 0.02 CHF 0.03 CHF 1'000'000 250'000 992'877 250'000 14'791 CHF 6'221 CHF 98.79% 98.79%

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