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 36.08% 0.02 CHF 0.03 CHF 1'000'000 250'000 993'382 250'000 22'780 CHF 8'236 CHF 99.26% 99.26%
15.05.2024 49.14% 0.02 CHF 0.03 CHF 1'000'000 250'000 994'168 250'000 15'395 CHF 6'371 CHF 99.38% 99.38%
14.05.2024 49.35% 0.02 CHF 0.03 CHF 1'000'000 250'000 992'845 250'000 15'215 CHF 6'331 CHF 99.16% 99.16%
13.05.2024 49.72% 0.02 CHF 0.03 CHF 1'000'000 250'000 995'621 250'000 15'077 CHF 6'286 CHF 99.39% 99.39%
10.05.2024 39.93% 0.02 CHF 0.03 CHF 1'000'000 250'000 994'940 250'000 19'934 CHF 7'514 CHF 99.39% 99.39%
08.05.2024 48.19% 0.02 CHF 0.03 CHF 1'000'000 250'000 992'768 250'000 15'806 CHF 6'479 CHF 99.39% 99.39%
07.05.2024 52.76% 0.02 CHF 0.03 CHF 1'000'000 250'000 994'877 250'000 14'095 CHF 6'043 CHF 99.23% 99.23%
06.05.2024 50.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 995'156 250'000 14'927 CHF 6'250 CHF 99.20% 99.20%
03.05.2024 55.13% 0.02 CHF 0.03 CHF 1'000'000 250'000 993'733 250'000 13'766 CHF 5'965 CHF 99.40% 99.40%
02.05.2024 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 989'880 250'000 4'949 CHF 3'750 CHF 99.39% 99.39%

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