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 17.79% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 51'383 CHF 30'692 CHF 99.53% 99.53%
07.05.2024 15.44% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 59'803 CHF 34'901 CHF 99.56% 99.56%
06.05.2024 13.37% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 69'810 CHF 39'905 CHF 98.86% 98.86%
03.05.2024 13.36% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 69'884 CHF 39'942 CHF 98.00% 98.00%
02.05.2024 17.76% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 51'526 CHF 30'763 CHF 99.49% 99.49%
30.04.2024 18.32% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 49'649 CHF 29'825 CHF 99.45% 99.45%
29.04.2024 20.10% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 45'255 CHF 27'628 CHF 99.44% 99.44%
26.04.2024 22.94% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 38'863 CHF 24'431 CHF 98.82% 98.82%
25.04.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 99.44% 99.44%
24.04.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 99.44% 99.44%

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