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 42.15% 0.02 CHF 0.03 CHF 1'500'000 100'000 1'500'000 100'000 28'289 CHF 2'886 CHF 99.12% 99.12%
14.05.2024 35.90% 0.02 CHF 0.03 CHF 1'500'000 100'000 1'500'000 100'000 34'563 CHF 3'304 CHF 99.27% 99.27%
13.05.2024 41.73% 0.02 CHF 0.03 CHF 1'500'000 100'000 1'500'000 100'000 29'987 CHF 2'999 CHF 98.75% 98.75%
10.05.2024 31.62% 0.02 CHF 0.03 CHF 1'500'000 100'000 1'500'000 100'000 40'588 CHF 3'706 CHF 99.27% 99.27%
08.05.2024 15.31% 0.05 CHF 0.06 CHF 1'500'000 100'000 1'500'000 100'000 90'823 CHF 7'055 CHF 99.27% 99.27%
07.05.2024 14.69% 0.06 CHF 0.07 CHF 1'500'000 100'000 1'500'000 100'000 95'061 CHF 7'337 CHF 99.27% 99.27%
06.05.2024 16.66% 0.05 CHF 0.06 CHF 1'500'000 100'000 902'310 100'000 49'900 CHF 6'519 CHF 99.27% 99.27%
03.05.2024 16.03% 0.05 CHF 0.06 CHF 750'000 100'000 750'000 100'000 43'162 CHF 6'755 CHF 99.10% 99.10%
02.05.2024 18.41% 0.05 CHF 0.06 CHF 750'000 100'000 750'000 100'000 37'019 CHF 5'936 CHF 99.24% 99.24%
30.04.2024 23.10% 0.04 CHF 0.05 CHF 750'000 100'000 749'998 100'000 28'800 CHF 4'840 CHF 99.13% 99.13%

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