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 28.76% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 29'839 CHF 19'920 CHF 96.08% 96.08%
15.05.2024 39.95% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'043 CHF 15'022 CHF 99.14% 99.14%
14.05.2024 39.87% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'112 CHF 15'056 CHF 93.95% 93.95%
13.05.2024 42.06% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 18'923 CHF 14'462 CHF 95.61% 95.61%
10.05.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 99.60% 99.60%
08.05.2024 43.05% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 18'341 CHF 14'171 CHF 99.46% 99.46%
07.05.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 99.60% 99.60%
06.05.2024 39.89% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'097 CHF 15'049 CHF 99.05% 99.05%
03.05.2024 39.26% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'643 CHF 15'322 CHF 98.11% 98.11%
02.05.2024 38.52% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 21'297 CHF 15'649 CHF 99.56% 99.56%

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