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
15.05.2024 39.59% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 20'362 CHF 15'181 CHF 99.55% 99.55%
14.05.2024 39.92% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'068 CHF 15'034 CHF 99.57% 99.57%
13.05.2024 28.50% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'117 CHF 20'058 CHF 99.07% 99.07%
10.05.2024 40.44% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 19'821 CHF 14'911 CHF 99.55% 99.55%
08.05.2024 40.33% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 19'804 CHF 14'902 CHF 99.13% 99.13%
07.05.2024 39.81% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'168 CHF 15'084 CHF 99.58% 99.58%
06.05.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 99.60% 99.60%
03.05.2024 28.22% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'773 CHF 20'387 CHF 99.70% 99.70%
02.05.2024 22.27% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 39'924 CHF 24'962 CHF 99.57% 99.57%
30.04.2024 26.00% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 34'714 CHF 22'357 CHF 96.07% 96.07%

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