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 13.88% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 67'338 CHF 38'669 CHF 98.99% 98.99%
14.05.2024 14.91% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 62'392 CHF 36'196 CHF 99.34% 99.34%
13.05.2024 26.26% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 34'251 CHF 22'126 CHF 98.89% 98.89%
10.05.2024 20.04% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 45'412 CHF 27'706 CHF 99.53% 99.53%
08.05.2024 21.64% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 41'440 CHF 25'720 CHF 91.98% 91.98%
07.05.2024 18.76% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 48'581 CHF 29'291 CHF 99.12% 99.12%
06.05.2024 16.06% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 57'757 CHF 33'878 CHF 99.40% 99.40%
03.05.2024 13.58% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 68'774 CHF 39'387 CHF 99.53% 99.53%
02.05.2024 22.08% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 41'128 CHF 25'564 CHF 94.52% 94.52%
30.04.2024 22.22% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'000 CHF 25'000 CHF 99.34% 99.34%

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