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 31.10% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 27'786 CHF 18'893 CHF 99.48% 99.48%
08.05.2024 30.82% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 28'032 CHF 19'016 CHF 99.55% 99.55%
07.05.2024 29.30% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 29'366 CHF 19'683 CHF 99.56% 99.56%
06.05.2024 31.36% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 28'139 CHF 19'070 CHF 95.15% 95.15%
03.05.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 99.49% 99.49%
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 99.43% 99.43%
30.04.2024 37.35% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 21'838 CHF 15'919 CHF 99.33% 99.33%
29.04.2024 36.55% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 22'382 CHF 16'191 CHF 99.33% 99.33%
26.04.2024 40.48% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 19'748 CHF 14'874 CHF 99.39% 99.39%
25.04.2024 39.13% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'763 CHF 15'381 CHF 99.36% 99.36%

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