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 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 993'136 250'000 4'966 CHF 3'750 CHF 99.38% 99.38%
07.05.2024 87.27% 0.01 CHF 0.02 CHF 1'000'000 250'000 995'164 250'000 6'885 CHF 4'227 CHF 99.25% 99.25%
06.05.2024 66.75% 0.01 CHF 0.02 CHF 1'000'000 250'000 987'547 250'000 9'863 CHF 4'997 CHF 99.22% 99.22%
03.05.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 994'053 250'000 9'941 CHF 5'000 CHF 99.39% 99.39%
02.05.2024 67.13% 0.01 CHF 0.02 CHF 1'000'000 250'000 991'460 250'000 9'845 CHF 4'983 CHF 99.39% 99.39%
30.04.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 993'250 250'000 9'933 CHF 5'000 CHF 99.43% 99.43%
29.04.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 992'865 250'000 9'929 CHF 5'000 CHF 99.28% 99.28%
26.04.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 991'231 250'000 9'912 CHF 5'000 CHF 97.23% 97.23%
25.04.2024 85.10% 0.01 CHF 0.02 CHF 1'000'000 250'000 985'864 250'000 7'123 CHF 4'309 CHF 83.97% 83.97%
24.04.2024 106.13% 0.01 CHF 0.02 CHF 1'000'000 250'000 988'186 250'000 5'021 CHF 3'949 CHF 96.02% 96.02%

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