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
16.05.2024 49.27% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 15'313 CHF 12'656 CHF 96.08% 96.08%
15.05.2024 56.77% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 12'639 CHF 11'320 CHF 99.12% 99.12%
14.05.2024 58.49% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 12'136 CHF 11'068 CHF 93.95% 93.95%
13.05.2024 65.78% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'293 CHF 10'147 CHF 95.63% 95.63%
10.05.2024 61.96% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 11'160 CHF 10'580 CHF 99.61% 99.61%
08.05.2024 69.70% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 9'413 CHF 9'706 CHF 99.40% 99.40%
07.05.2024 57.66% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 12'359 CHF 11'179 CHF 99.58% 99.58%
06.05.2024 55.02% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 13'194 CHF 11'597 CHF 99.08% 99.08%
03.05.2024 52.76% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 14'022 CHF 12'011 CHF 98.26% 98.26%
02.05.2024 51.97% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 14'345 CHF 12'173 CHF 99.58% 99.58%

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