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 22.22% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'000 CHF 25'000 CHF 99.49% 99.49%
07.05.2024 20.38% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 44'552 CHF 27'276 CHF 99.56% 99.56%
06.05.2024 18.17% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 50'038 CHF 30'019 CHF 98.85% 98.85%
03.05.2024 18.07% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 50'397 CHF 30'199 CHF 98.14% 98.14%
02.05.2024 22.00% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 40'561 CHF 25'281 CHF 99.50% 99.50%
30.04.2024 23.36% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 38'208 CHF 24'104 CHF 99.46% 99.46%
29.04.2024 27.54% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 31'618 CHF 20'809 CHF 99.44% 99.44%
26.04.2024 29.00% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 29'624 CHF 19'812 CHF 98.85% 98.85%
25.04.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 99.45% 99.45%
24.04.2024 35.66% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 23'076 CHF 16'538 CHF 99.44% 99.44%

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