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 48.49% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 15'637 CHF 12'819 CHF 99.17% 99.17%
15.05.2024 52.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 14'275 CHF 12'138 CHF 99.58% 99.58%
14.05.2024 58.74% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 12'038 CHF 11'019 CHF 97.58% 97.58%
13.05.2024 67.80% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 9'813 CHF 9'906 CHF 99.28% 99.28%
10.05.2024 49.06% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 15'520 CHF 12'760 CHF 99.42% 99.42%
08.05.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 91.05% 94.80%
07.05.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 98.80% 98.80%
06.05.2024 66.01% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'245 CHF 10'123 CHF 98.86% 98.86%
03.05.2024 65.71% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'358 CHF 10'179 CHF 97.73% 97.73%
02.05.2024 66.09% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'217 CHF 10'109 CHF 99.58% 99.58%

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