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 15.43% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 59'855 CHF 34'927 CHF 98.92% 98.92%
07.05.2024 12.93% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 72'542 CHF 41'271 CHF 98.76% 98.76%
06.05.2024 13.13% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 71'276 CHF 40'638 CHF 99.14% 99.14%
03.05.2024 13.27% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 70'382 CHF 40'191 CHF 98.61% 98.61%
02.05.2024 13.39% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 69'729 CHF 39'864 CHF 99.00% 99.00%
30.04.2024 13.32% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 70'080 CHF 40'040 CHF 98.89% 98.89%
29.04.2024 15.38% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 60'000 CHF 35'000 CHF 97.24% 97.24%
26.04.2024 15.39% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 59'972 CHF 34'986 CHF 99.09% 99.09%
25.04.2024 16.85% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 54'770 CHF 32'385 CHF 99.01% 99.01%
24.04.2024 15.42% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 59'889 CHF 34'944 CHF 99.19% 99.19%

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