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
07.05.2024 50.49% 0.01 CHF 0.02 CHF 1'000'000 250'000 995'499 250'000 14'786 CHF 6'213 CHF 99.23% 99.23%
06.05.2024 41.94% 0.02 CHF 0.03 CHF 1'000'000 250'000 987'949 250'000 18'791 CHF 7'258 CHF 99.22% 99.22%
03.05.2024 39.57% 0.02 CHF 0.03 CHF 1'000'000 250'000 994'309 250'000 20'210 CHF 7'581 CHF 99.39% 99.39%
02.05.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 992'717 250'000 19'854 CHF 7'500 CHF 99.39% 99.39%
30.04.2024 35.90% 0.03 CHF 0.04 CHF 1'000'000 250'000 993'510 250'000 22'948 CHF 8'270 CHF 99.43% 99.43%
29.04.2024 34.69% 0.03 CHF 0.04 CHF 1'000'000 250'000 993'081 250'000 23'841 CHF 8'496 CHF 99.29% 99.29%
26.04.2024 37.44% 0.03 CHF 0.04 CHF 1'000'000 250'000 991'602 250'000 21'735 CHF 7'979 CHF 97.25% 97.25%
25.04.2024 34.10% 0.03 CHF 0.04 CHF 1'000'000 250'000 986'413 250'000 24'086 CHF 8'607 CHF 83.97% 83.97%
24.04.2024 33.33% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 25'000 CHF 8'750 CHF 99.39% 99.39%
23.04.2024 33.33% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 25'000 CHF 8'750 CHF 99.38% 99.38%

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