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 40.00% 0.02 CHF 0.03 CHF 1'500'000 250'000 1'500'000 250'000 30'000 CHF 7'500 CHF 98.32% 98.32%
14.05.2024 42.06% 0.02 CHF 0.03 CHF 1'500'000 250'000 1'500'000 250'000 28'842 CHF 7'307 CHF 99.36% 99.36%
13.05.2024 40.00% 0.02 CHF 0.03 CHF 1'500'000 250'000 1'500'000 250'000 30'000 CHF 7'500 CHF 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 99.36% 99.36%
08.05.2024 42.37% 0.02 CHF 0.03 CHF 1'500'000 250'000 1'500'000 250'000 28'667 CHF 7'278 CHF 99.01% 99.01%
07.05.2024 60.27% 0.02 CHF 0.03 CHF 1'500'000 250'000 1'500'000 250'000 18'599 CHF 5'600 CHF 94.70% 94.70%
06.05.2024 66.67% 0.01 CHF 0.02 CHF 1'500'000 250'000 1'500'000 250'000 15'000 CHF 5'000 CHF 99.37% 99.37%
03.05.2024 66.67% 0.01 CHF 0.02 CHF 1'500'000 250'000 1'500'000 250'000 15'000 CHF 5'000 CHF 99.37% 99.37%
02.05.2024 66.67% 0.01 CHF 0.02 CHF 1'500'000 250'000 1'500'000 250'000 15'000 CHF 5'000 CHF 99.37% 99.37%
30.04.2024 66.67% 0.01 CHF 0.02 CHF 1'500'000 250'000 1'500'000 250'000 15'000 CHF 5'000 CHF 99.36% 99.36%

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