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
07.05.2024 52.94% 0.01 CHF 0.02 CHF 1'500'000 150'000 1'500'000 150'000 20'900 CHF 3'590 CHF 99.27% 99.27%
06.05.2024 51.99% 0.02 CHF 0.03 CHF 1'500'000 150'000 1'500'000 150'000 21'389 CHF 3'639 CHF 99.27% 99.27%
03.05.2024 53.78% 0.01 CHF 0.02 CHF 1'500'000 150'000 1'500'000 150'000 20'485 CHF 3'549 CHF 99.11% 99.11%
02.05.2024 61.00% 0.01 CHF 0.02 CHF 1'500'000 150'000 1'500'000 150'000 17'168 CHF 3'217 CHF 99.24% 99.24%
30.04.2024 60.26% 0.01 CHF 0.02 CHF 1'500'000 150'000 1'500'000 150'000 17'471 CHF 3'247 CHF 99.14% 99.14%
29.04.2024 53.81% 0.01 CHF 0.02 CHF 1'500'000 150'000 1'500'000 150'000 20'492 CHF 3'549 CHF 99.06% 99.06%
26.04.2024 59.02% 0.01 CHF 0.02 CHF 1'500'000 150'000 1'500'000 150'000 17'948 CHF 3'295 CHF 99.26% 99.26%
25.04.2024 57.56% 0.01 CHF 0.02 CHF 1'500'000 150'000 1'500'000 150'000 18'616 CHF 3'362 CHF 98.31% 98.31%
24.04.2024 53.16% 0.01 CHF 0.02 CHF 1'500'000 150'000 1'500'000 150'000 20'757 CHF 3'576 CHF 99.27% 99.27%
23.04.2024 54.42% 0.01 CHF 0.02 CHF 1'500'000 150'000 1'500'000 150'000 20'119 CHF 3'512 CHF 99.22% 99.22%

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