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
15.05.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 350'000 1'000'000 350'000 10'000 CHF 7'000 CHF 99.17% 99.17%
14.05.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 350'000 1'000'000 350'000 10'000 CHF 7'000 CHF 99.15% 99.15%
13.05.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 350'000 1'000'000 350'000 10'000 CHF 7'000 CHF 20.90% 98.58%
10.05.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 350'000 1'000'000 350'000 10'000 CHF 7'000 CHF 90.76% 99.17%
08.05.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 350'000 1'000'000 350'000 10'000 CHF 7'000 CHF 99.17% 99.17%
07.05.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 350'000 1'000'000 350'000 10'000 CHF 7'000 CHF 97.93% 97.93%
06.05.2024 61.04% 0.01 CHF 0.02 CHF 1'000'000 350'000 1'000'000 350'000 12'111 CHF 7'739 CHF 99.17% 99.17%
03.05.2024 49.96% 0.01 CHF 0.02 CHF 1'000'000 350'000 1'000'000 350'000 16'267 CHF 9'193 CHF 99.16% 99.16%
02.05.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 350'000 1'000'000 350'000 10'000 CHF 7'000 CHF 99.15% 99.15%
30.04.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 350'000 1'000'000 350'000 10'000 CHF 7'000 CHF 99.17% 99.17%

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