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 16.27% 0.06 CHF 0.07 CHF 850'000 425'000 891'507 449'498 50'366 CHF 29'885 CHF 99.24% 99.24%
15.05.2024 20.01% 0.05 CHF 0.06 CHF 1'000'000 500'000 994'424 275'381 44'834 CHF 15'284 CHF 99.39% 99.39%
14.05.2024 20.21% 0.05 CHF 0.06 CHF 1'000'000 250'000 993'125 251'095 44'211 CHF 13'690 CHF 99.17% 99.17%
13.05.2024 18.34% 0.05 CHF 0.06 CHF 1'000'000 500'000 990'404 465'636 49'143 CHF 27'869 CHF 99.38% 99.38%
10.05.2024 18.14% 0.05 CHF 0.06 CHF 1'000'000 500'000 972'191 471'883 48'881 CHF 28'528 CHF 99.39% 99.39%
08.05.2024 38.72% 0.02 CHF 0.03 CHF 1'000'000 250'000 993'187 250'000 20'842 CHF 7'745 CHF 99.38% 99.38%
07.05.2024 27.42% 0.03 CHF 0.04 CHF 1'000'000 250'000 995'197 250'000 31'615 CHF 10'440 CHF 99.25% 99.25%
06.05.2024 24.15% 0.04 CHF 0.05 CHF 1'000'000 250'000 987'676 250'000 36'085 CHF 11'635 CHF 99.20% 99.20%
03.05.2024 23.09% 0.04 CHF 0.05 CHF 1'000'000 250'000 994'042 250'000 38'208 CHF 12'112 CHF 99.39% 99.39%
02.05.2024 25.12% 0.04 CHF 0.05 CHF 1'000'000 250'000 991'626 250'000 34'544 CHF 11'209 CHF 99.39% 99.39%

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