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
23.05.2024 3.61% 0.28 CHF 0.29 CHF 1'000'000 400'000 1'000'000 400'000 272'268 CHF 112'907 CHF 95.92% 95.92%
22.05.2024 10.51% 0.23 CHF 0.24 CHF 1'000'000 400'000 1'000'000 491'274 99'447 CHF 52'822 CHF 99.15% 99.15%
21.05.2024 14.65% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 63'588 CHF 36'794 CHF 96.50% 96.50%
17.05.2024 28.62% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 29'979 CHF 19'990 CHF 98.08% 98.08%
16.05.2024 28.75% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 29'841 CHF 19'921 CHF 98.84% 98.84%
15.05.2024 35.55% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 23'898 CHF 16'949 CHF 99.00% 99.00%
14.05.2024 37.52% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 22'166 CHF 16'083 CHF 99.33% 99.33%
13.05.2024 93.39% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 6'441 CHF 8'220 CHF 98.93% 98.93%
10.05.2024 64.13% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 11'080 CHF 10'540 CHF 99.54% 99.54%
08.05.2024 67.40% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 9'897 CHF 9'949 CHF 79.13% 92.01%

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