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
10.05.2024 15.42% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 59'888 CHF 34'944 CHF 99.20% 99.20%
08.05.2024 25.91% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 34'191 CHF 22'095 CHF 98.90% 98.90%
07.05.2024 20.62% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 43'968 CHF 26'984 CHF 98.79% 98.79%
06.05.2024 20.34% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 44'670 CHF 27'335 CHF 99.00% 99.00%
03.05.2024 20.67% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 43'845 CHF 26'923 CHF 98.92% 98.92%
02.05.2024 22.22% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'000 CHF 25'000 CHF 99.00% 99.00%
30.04.2024 20.86% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 43'376 CHF 26'688 CHF 98.89% 98.89%
29.04.2024 22.22% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'000 CHF 25'000 CHF 97.22% 97.22%
26.04.2024 22.90% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 38'932 CHF 24'466 CHF 99.05% 99.05%
25.04.2024 26.12% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 33'861 CHF 21'930 CHF 99.01% 99.01%

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