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 73.79% 0.01 CHF 0.02 CHF 1'500'000 50'000 1'500'000 50'000 12'856 CHF 929 CHF 99.27% 99.27%
15.05.2024 75.51% 0.01 CHF 0.02 CHF 1'500'000 50'000 1'500'000 50'000 12'387 CHF 913 CHF 99.13% 99.13%
14.05.2024 74.83% 0.01 CHF 0.02 CHF 1'500'000 50'000 1'500'000 50'000 12'571 CHF 919 CHF 99.27% 99.27%
13.05.2024 70.39% 0.01 CHF 0.02 CHF 1'500'000 50'000 1'500'000 50'000 13'894 CHF 963 CHF 98.75% 98.75%
10.05.2024 67.35% 0.01 CHF 0.02 CHF 1'500'000 50'000 1'500'000 50'000 14'792 CHF 993 CHF 99.27% 99.27%
08.05.2024 64.61% 0.01 CHF 0.02 CHF 1'500'000 50'000 1'500'000 50'000 15'757 CHF 1'025 CHF 99.27% 99.27%
07.05.2024 58.72% 0.01 CHF 0.02 CHF 1'500'000 50'000 1'500'000 50'000 18'101 CHF 1'103 CHF 99.27% 99.27%
06.05.2024 67.35% 0.01 CHF 0.02 CHF 1'500'000 50'000 1'500'000 50'000 14'812 CHF 994 CHF 99.27% 99.27%
03.05.2024 55.69% 0.01 CHF 0.02 CHF 1'500'000 50'000 1'500'000 50'000 19'489 CHF 1'150 CHF 99.10% 99.10%
02.05.2024 52.81% 0.02 CHF 0.03 CHF 1'500'000 50'000 1'500'000 50'000 21'105 CHF 1'204 CHF 99.23% 99.23%

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