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 40.00% 0.02 CHF 0.03 CHF 500'000 100'000 499'997 61'174 10'000 CHF 1'835 CHF 96.68% 96.68%
15.05.2024 61.89% 0.02 CHF 0.03 CHF 500'000 100'000 500'000 60'886 5'896 CHF 1'395 CHF 99.31% 99.31%
14.05.2024 59.06% 0.01 CHF 0.02 CHF 500'000 100'000 500'000 61'284 6'427 CHF 1'401 CHF 95.81% 95.81%
13.05.2024 66.67% 0.01 CHF 0.02 CHF 500'000 100'000 500'000 60'855 5'000 CHF 1'217 CHF 99.59% 99.59%
10.05.2024 66.67% 0.01 CHF 0.02 CHF 500'000 100'000 500'000 60'659 5'000 CHF 1'213 CHF 98.57% 98.57%
08.05.2024 66.67% 0.01 CHF 0.02 CHF 500'000 100'000 500'000 60'853 5'000 CHF 1'217 CHF 99.60% 99.60%
07.05.2024 66.15% 0.01 CHF 0.02 CHF 500'000 100'000 500'000 61'425 5'097 CHF 1'248 CHF 94.61% 94.61%
06.05.2024 66.67% 0.01 CHF 0.04 CHF 500'000 10'000 500'000 20'000 5'000 CHF 400 CHF 5.59% 95.37%
03.05.2024 142.68% 0.01 CHF 0.06 CHF 5'000 5'000 5'000 5'000 50 CHF 300 CHF 24.57% 72.65%
02.05.2024 66.67% 0.01 CHF 0.02 CHF 500'000 100'000 500'000 53'581 5'000 CHF 1'072 CHF 90.54% 99.50%

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