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 23.26% 0.04 CHF 0.05 CHF 1'000'000 250'000 994'047 250'000 38'001 CHF 12'052 CHF 99.23% 99.23%
06.05.2024 23.38% 0.04 CHF 0.05 CHF 1'000'000 250'000 994'368 250'000 37'701 CHF 11'982 CHF 99.20% 99.20%
03.05.2024 25.04% 0.04 CHF 0.05 CHF 1'000'000 250'000 992'996 250'000 34'723 CHF 11'242 CHF 99.38% 99.38%
02.05.2024 24.81% 0.04 CHF 0.05 CHF 1'000'000 250'000 983'547 250'000 34'826 CHF 11'351 CHF 99.37% 99.37%
30.04.2024 22.77% 0.04 CHF 0.05 CHF 1'000'000 250'000 998'945 253'165 39'065 CHF 12'451 CHF 99.43% 99.43%
29.04.2024 17.12% 0.06 CHF 0.07 CHF 925'000 475'000 946'216 481'692 50'570 CHF 30'569 CHF 99.30% 99.30%
26.04.2024 15.82% 0.06 CHF 0.07 CHF 850'000 425'000 865'683 438'852 50'393 CHF 29'923 CHF 97.25% 97.25%
25.04.2024 18.19% 0.05 CHF 0.06 CHF 1'000'000 500'000 968'746 452'361 48'469 CHF 27'346 CHF 83.96% 83.96%
24.04.2024 16.57% 0.06 CHF 0.07 CHF 925'000 475'000 917'726 470'482 50'824 CHF 30'758 CHF 99.39% 99.39%
23.04.2024 16.57% 0.06 CHF 0.07 CHF 925'000 475'000 914'299 468'321 50'621 CHF 30'610 CHF 99.39% 99.39%

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