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 17.67% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 52'395 CHF 31'197 CHF 99.02% 99.02%
14.05.2024 17.50% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 52'584 CHF 31'292 CHF 99.31% 99.31%
13.05.2024 41.48% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 20'300 CHF 15'150 CHF 98.93% 98.93%
10.05.2024 31.10% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 28'104 CHF 19'052 CHF 99.54% 99.54%
08.05.2024 28.69% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 29'892 CHF 19'946 CHF 91.97% 91.97%
07.05.2024 27.23% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 32'109 CHF 21'055 CHF 99.18% 99.18%
06.05.2024 19.91% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 46'532 CHF 28'266 CHF 99.23% 99.23%
03.05.2024 15.80% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 58'515 CHF 34'258 CHF 99.18% 99.18%
02.05.2024 28.91% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 30'969 CHF 20'485 CHF 94.52% 94.52%
30.04.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 99.32% 99.32%

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