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
10.05.2024 34.99% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 23'599 CHF 16'800 CHF 99.14% 99.14%
08.05.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 99.47% 99.47%
07.05.2024 30.63% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 28'202 CHF 19'101 CHF 99.56% 99.56%
06.05.2024 31.14% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 28'577 CHF 19'289 CHF 95.37% 95.37%
03.05.2024 28.31% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'416 CHF 20'208 CHF 99.56% 99.56%
02.05.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 99.35% 99.35%
30.04.2024 38.26% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 21'170 CHF 15'585 CHF 99.33% 99.33%
29.04.2024 41.26% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 19'353 CHF 14'676 CHF 99.36% 99.36%
26.04.2024 42.08% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 18'803 CHF 14'401 CHF 99.27% 99.27%
25.04.2024 38.53% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 21'284 CHF 15'642 CHF 99.53% 99.53%

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