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
14.05.2024 21.25% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 42'429 CHF 26'215 CHF 99.32% 99.32%
13.05.2024 35.51% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 23'684 CHF 16'842 CHF 98.89% 98.89%
10.05.2024 30.43% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 28'417 CHF 19'209 CHF 99.51% 99.51%
08.05.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 91.99% 91.99%
07.05.2024 27.40% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 31'845 CHF 20'923 CHF 99.17% 99.17%
06.05.2024 22.38% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 40'577 CHF 25'289 CHF 99.23% 99.23%
03.05.2024 18.25% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 49'826 CHF 29'913 CHF 99.20% 99.20%
02.05.2024 29.73% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 29'600 CHF 19'800 CHF 89.89% 89.89%
30.04.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 99.31% 99.31%
29.04.2024 37.56% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 22'133 CHF 16'067 CHF 98.52% 98.52%

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