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
16.05.2024 58.57% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 12'429 CHF 5'607 CHF 99.27% 99.27%
15.05.2024 64.85% 0.02 CHF 0.03 CHF 1'000'000 250'000 992'592 250'000 10'470 CHF 5'136 CHF 99.39% 99.39%
14.05.2024 53.08% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 14'076 CHF 6'019 CHF 99.17% 99.17%
13.05.2024 50.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 994'275 250'000 14'914 CHF 6'250 CHF 99.38% 99.38%
10.05.2024 48.28% 0.02 CHF 0.03 CHF 1'000'000 250'000 982'937 250'000 15'596 CHF 6'465 CHF 99.39% 99.39%
08.05.2024 41.61% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 19'363 CHF 7'341 CHF 99.38% 99.38%
07.05.2024 38.81% 0.03 CHF 0.04 CHF 1'000'000 250'000 993'238 250'000 20'755 CHF 7'723 CHF 99.24% 99.24%
06.05.2024 39.05% 0.02 CHF 0.03 CHF 1'000'000 250'000 993'812 250'000 20'589 CHF 7'678 CHF 99.19% 99.19%
03.05.2024 33.91% 0.03 CHF 0.04 CHF 1'000'000 250'000 992'190 250'000 24'374 CHF 8'642 CHF 99.39% 99.39%
02.05.2024 33.40% 0.03 CHF 0.04 CHF 1'000'000 250'000 978'380 250'000 24'410 CHF 8'738 CHF 99.39% 99.39%

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