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 60.18% 0.01 CHF 0.02 CHF 1'500'000 250'000 1'500'000 250'000 18'651 CHF 5'608 CHF 98.48% 98.48%
15.05.2024 44.61% 0.02 CHF 0.03 CHF 1'500'000 250'000 1'500'000 250'000 27'921 CHF 7'153 CHF 98.33% 98.33%
14.05.2024 36.96% 0.03 CHF 0.04 CHF 1'500'000 250'000 1'500'000 250'000 33'994 CHF 8'166 CHF 99.37% 99.37%
13.05.2024 47.39% 0.02 CHF 0.03 CHF 1'500'000 250'000 1'500'000 250'000 25'844 CHF 6'807 CHF 98.93% 98.93%
10.05.2024 40.00% 0.02 CHF 0.03 CHF 1'500'000 250'000 1'500'000 250'000 30'000 CHF 7'500 CHF 99.38% 99.38%
08.05.2024 47.16% 0.02 CHF 0.03 CHF 1'500'000 250'000 1'500'000 250'000 25'971 CHF 6'829 CHF 99.36% 99.36%
07.05.2024 55.29% 0.01 CHF 0.02 CHF 1'500'000 250'000 1'500'000 250'000 21'401 CHF 6'067 CHF 94.73% 94.73%
06.05.2024 46.58% 0.02 CHF 0.03 CHF 1'500'000 250'000 1'500'000 250'000 26'296 CHF 6'883 CHF 99.36% 99.36%
03.05.2024 52.23% 0.02 CHF 0.03 CHF 1'500'000 250'000 1'500'000 250'000 23'121 CHF 6'353 CHF 99.36% 99.36%
02.05.2024 65.88% 0.01 CHF 0.02 CHF 1'500'000 250'000 1'500'000 250'000 15'441 CHF 5'073 CHF 99.36% 99.36%

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