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 71.84% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 9'414 CHF 9'707 CHF 96.64% 96.64%
15.05.2024 85.64% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 6'698 CHF 8'349 CHF 99.53% 99.53%
14.05.2024 62.25% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 13'192 CHF 11'596 CHF 93.88% 93.88%
13.05.2024 46.73% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 16'431 CHF 13'216 CHF 99.07% 99.07%
10.05.2024 61.47% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 11'281 CHF 10'641 CHF 99.56% 99.56%
08.05.2024 81.75% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 7'256 CHF 8'628 CHF 98.20% 98.20%
07.05.2024 68.17% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 9'687 CHF 9'843 CHF 98.43% 98.43%
06.05.2024 54.80% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 13'263 CHF 11'632 CHF 99.55% 99.55%
03.05.2024 55.09% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 13'178 CHF 11'589 CHF 95.42% 95.42%
02.05.2024 82.29% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 7'190 CHF 8'595 CHF 96.86% 96.86%

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