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
14.05.2024 40.61% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 19'637 CHF 14'818 CHF 98.42% 98.42%
13.05.2024 41.77% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 18'978 CHF 14'489 CHF 95.17% 95.17%
10.05.2024 38.21% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 21'197 CHF 15'598 CHF 98.78% 98.78%
08.05.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 99.09% 99.09%
07.05.2024 63.93% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'659 CHF 10'330 CHF 98.82% 98.82%
06.05.2024 70.22% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 9'253 CHF 9'627 CHF 99.07% 99.07%
03.05.2024 68.32% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 9'657 CHF 9'829 CHF 99.02% 99.02%
02.05.2024 69.66% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 9'372 CHF 9'686 CHF 97.77% 97.77%
30.04.2024 73.50% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 8'629 CHF 9'315 CHF 99.17% 99.17%
29.04.2024 75.48% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 8'281 CHF 9'140 CHF 99.14% 99.14%

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