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
21.05.2024 23.75% 0.03 CHF 0.04 CHF 1'500'000 200'000 1'500'000 200'000 56'386 CHF 9'518 CHF 99.17% 99.17%
17.05.2024 22.36% 0.04 CHF 0.05 CHF 1'500'000 200'000 1'500'000 200'000 59'683 CHF 9'958 CHF 99.05% 99.05%
16.05.2024 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%
15.05.2024 28.57% 0.03 CHF 0.04 CHF 1'500'000 200'000 1'500'000 200'000 45'000 CHF 8'000 CHF 99.12% 99.12%
14.05.2024 31.07% 0.03 CHF 0.04 CHF 1'500'000 200'000 1'500'000 200'000 41'721 CHF 7'563 CHF 99.27% 99.27%
13.05.2024 31.39% 0.03 CHF 0.04 CHF 1'500'000 200'000 1'500'000 200'000 41'301 CHF 7'507 CHF 98.75% 98.75%
10.05.2024 38.31% 0.02 CHF 0.03 CHF 1'500'000 200'000 1'500'000 200'000 32'216 CHF 6'295 CHF 99.27% 99.27%
08.05.2024 36.88% 0.03 CHF 0.04 CHF 1'500'000 200'000 1'500'000 200'000 34'097 CHF 6'546 CHF 99.27% 99.27%
07.05.2024 41.41% 0.02 CHF 0.03 CHF 1'500'000 200'000 1'500'000 200'000 29'207 CHF 5'894 CHF 99.27% 99.27%
06.05.2024 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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