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 28.57% 0.03 CHF 0.04 CHF 1'500'000 150'000 1'500'000 150'000 45'000 CHF 6'000 CHF 99.27% 99.27%
15.05.2024 28.57% 0.03 CHF 0.04 CHF 1'500'000 150'000 1'500'000 150'000 45'000 CHF 6'000 CHF 99.08% 99.08%
14.05.2024 31.26% 0.03 CHF 0.04 CHF 1'500'000 150'000 1'500'000 150'000 41'470 CHF 5'647 CHF 99.27% 99.27%
13.05.2024 29.06% 0.03 CHF 0.04 CHF 1'500'000 150'000 1'500'000 150'000 44'364 CHF 5'936 CHF 98.81% 98.81%
10.05.2024 28.57% 0.03 CHF 0.04 CHF 1'500'000 150'000 1'500'000 150'000 45'000 CHF 6'000 CHF 99.27% 99.27%
08.05.2024 35.88% 0.03 CHF 0.04 CHF 1'500'000 150'000 1'500'000 150'000 35'410 CHF 5'041 CHF 99.27% 99.27%
07.05.2024 40.00% 0.02 CHF 0.03 CHF 1'500'000 150'000 1'500'000 150'000 30'000 CHF 4'500 CHF 99.27% 99.27%
06.05.2024 40.00% 0.02 CHF 0.03 CHF 1'500'000 150'000 1'500'000 150'000 30'000 CHF 4'500 CHF 99.27% 99.27%
03.05.2024 40.00% 0.02 CHF 0.03 CHF 1'500'000 150'000 1'500'000 150'000 30'000 CHF 4'500 CHF 99.15% 99.15%
02.05.2024 53.74% 0.01 CHF 0.02 CHF 1'500'000 150'000 1'500'000 150'000 22'274 CHF 3'727 CHF 99.19% 99.19%

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