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
08.05.2024 14.28% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 65'409 CHF 37'704 CHF 99.31% 99.31%
07.05.2024 18.41% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 49'436 CHF 29'718 CHF 99.41% 99.41%
06.05.2024 18.08% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 50'378 CHF 30'189 CHF 99.38% 99.38%
03.05.2024 16.24% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 56'950 CHF 33'475 CHF 99.27% 99.27%
02.05.2024 15.73% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 58'815 CHF 34'407 CHF 99.35% 99.35%
30.04.2024 14.01% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 66'685 CHF 38'343 CHF 99.36% 99.36%
29.04.2024 14.35% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 65'043 CHF 37'522 CHF 99.38% 99.38%
26.04.2024 15.96% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 58'190 CHF 34'095 CHF 97.81% 97.81%
25.04.2024 13.10% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 71'717 CHF 40'859 CHF 99.59% 99.59%
24.04.2024 17.56% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 52'326 CHF 31'163 CHF 99.61% 99.61%

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