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
15.05.2024 51.13% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 14'695 CHF 12'347 CHF 98.44% 98.44%
14.05.2024 45.12% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 17'193 CHF 13'597 CHF 93.22% 93.22%
13.05.2024 41.67% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 19'061 CHF 14'530 CHF 99.20% 99.20%
10.05.2024 41.08% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 19'384 CHF 14'692 CHF 93.14% 93.14%
08.05.2024 39.97% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'030 CHF 15'015 CHF 99.48% 99.48%
07.05.2024 34.95% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 24'420 CHF 17'210 CHF 99.24% 99.24%
06.05.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 98.75% 98.75%
03.05.2024 23.34% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 38'242 CHF 24'121 CHF 98.12% 98.12%
02.05.2024 20.89% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 43'297 CHF 26'649 CHF 94.35% 94.35%
30.04.2024 21.45% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 41'915 CHF 25'957 CHF 99.53% 99.53%

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