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 66.51% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'048 CHF 5'012 CHF 99.27% 99.27%
15.05.2024 45.97% 0.02 CHF 0.03 CHF 1'000'000 250'000 992'573 250'000 16'901 CHF 6'753 CHF 99.39% 99.39%
14.05.2024 44.47% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 17'764 CHF 6'941 CHF 99.16% 99.16%
13.05.2024 50.97% 0.02 CHF 0.03 CHF 1'000'000 250'000 994'242 250'000 14'623 CHF 6'177 CHF 99.38% 99.38%
10.05.2024 52.59% 0.01 CHF 0.02 CHF 1'000'000 250'000 982'961 250'000 14'053 CHF 6'056 CHF 99.39% 99.39%
08.05.2024 64.08% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'777 CHF 5'194 CHF 99.39% 99.39%
07.05.2024 54.10% 0.01 CHF 0.02 CHF 1'000'000 250'000 993'328 250'000 13'670 CHF 5'943 CHF 99.23% 99.23%
06.05.2024 56.83% 0.02 CHF 0.03 CHF 1'000'000 250'000 993'813 250'000 12'857 CHF 5'738 CHF 99.19% 99.19%
03.05.2024 52.63% 0.01 CHF 0.02 CHF 1'000'000 250'000 992'195 250'000 14'094 CHF 6'053 CHF 99.39% 99.39%
02.05.2024 52.61% 0.02 CHF 0.03 CHF 1'000'000 250'000 978'392 250'000 13'894 CHF 6'055 CHF 99.39% 99.39%

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