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
22.05.2024 22.22% 0.04 CHF 0.05 CHF 1'500'000 200'000 1'500'000 200'000 60'000 CHF 10'000 CHF 99.27% 99.27%
21.05.2024 23.76% 0.03 CHF 0.04 CHF 1'500'000 200'000 1'500'000 200'000 56'372 CHF 9'516 CHF 99.17% 99.17%
17.05.2024 22.22% 0.04 CHF 0.05 CHF 1'500'000 200'000 1'500'000 200'000 60'000 CHF 10'000 CHF 99.06% 99.06%
16.05.2024 23.88% 0.04 CHF 0.05 CHF 1'500'000 200'000 1'500'000 200'000 56'072 CHF 9'476 CHF 99.27% 99.27%
15.05.2024 24.52% 0.04 CHF 0.05 CHF 1'500'000 200'000 1'500'000 200'000 54'570 CHF 9'276 CHF 99.12% 99.12%
14.05.2024 28.57% 0.03 CHF 0.04 CHF 1'500'000 200'000 1'500'000 200'000 45'000 CHF 8'000 CHF 99.27% 99.27%
13.05.2024 28.64% 0.03 CHF 0.04 CHF 1'500'000 200'000 1'500'000 200'000 44'905 CHF 7'987 CHF 98.75% 98.75%
10.05.2024 34.43% 0.02 CHF 0.03 CHF 1'500'000 200'000 1'500'000 200'000 37'308 CHF 6'974 CHF 99.27% 99.27%
08.05.2024 36.23% 0.02 CHF 0.03 CHF 1'500'000 200'000 1'500'000 200'000 34'948 CHF 6'660 CHF 99.27% 99.27%
07.05.2024 40.00% 0.02 CHF 0.03 CHF 1'500'000 200'000 1'500'000 200'000 30'000 CHF 6'000 CHF 99.27% 99.27%

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