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
13.06.2024 22.74% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 39'192 CHF 24'596 CHF 99.52% 99.52%
12.06.2024 18.71% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 48'696 CHF 29'348 CHF 99.46% 99.46%
11.06.2024 15.72% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 59'007 CHF 34'504 CHF 99.37% 99.37%
10.06.2024 13.23% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 70'641 CHF 40'321 CHF 99.58% 99.58%
07.06.2024 12.00% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 78'523 CHF 44'262 CHF 99.55% 99.55%
05.06.2024 13.30% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 70'240 CHF 40'120 CHF 99.51% 99.51%
04.06.2024 15.19% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 60'951 CHF 35'476 CHF 99.57% 99.57%
03.06.2024 21.33% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 42'510 CHF 26'255 CHF 93.28% 93.28%
31.05.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 99.58% 99.58%
30.05.2024 28.50% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'105 CHF 20'053 CHF 99.65% 99.65%

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