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
13.05.2024 16.04% 0.05 CHF 0.06 CHF 1'500'000 100'000 1'500'000 100'000 86'051 CHF 6'737 CHF 98.75% 98.75%
10.05.2024 16.76% 0.06 CHF 0.07 CHF 1'500'000 100'000 1'500'000 100'000 82'080 CHF 6'472 CHF 99.27% 99.27%
08.05.2024 22.48% 0.06 CHF 0.07 CHF 1'500'000 100'000 1'500'000 100'000 62'411 CHF 5'161 CHF 99.27% 99.27%
07.05.2024 32.83% 0.03 CHF 0.04 CHF 1'500'000 100'000 1'500'000 100'000 38'265 CHF 3'551 CHF 99.27% 99.27%
06.05.2024 39.32% 0.02 CHF 0.03 CHF 1'500'000 100'000 1'500'000 100'000 30'999 CHF 3'067 CHF 99.27% 99.27%
03.05.2024 37.15% 0.03 CHF 0.04 CHF 1'500'000 100'000 1'500'000 100'000 32'962 CHF 3'197 CHF 99.11% 99.11%
02.05.2024 41.83% 0.02 CHF 0.03 CHF 1'500'000 100'000 1'500'000 100'000 28'650 CHF 2'910 CHF 99.24% 99.24%
30.04.2024 41.07% 0.02 CHF 0.03 CHF 1'500'000 100'000 1'500'000 100'000 29'713 CHF 2'981 CHF 99.13% 99.13%
29.04.2024 34.53% 0.02 CHF 0.03 CHF 1'500'000 100'000 1'500'000 100'000 36'254 CHF 3'417 CHF 99.06% 99.06%
26.04.2024 29.42% 0.03 CHF 0.04 CHF 1'500'000 100'000 1'500'000 100'000 43'559 CHF 3'904 CHF 99.26% 99.26%

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