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
08.05.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 99.46% 99.46%
07.05.2024 28.42% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 30'238 CHF 20'119 CHF 99.56% 99.56%
06.05.2024 22.22% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'000 CHF 25'000 CHF 98.88% 98.88%
03.05.2024 22.22% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'000 CHF 25'000 CHF 98.12% 98.12%
02.05.2024 28.27% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 30'476 CHF 20'238 CHF 99.50% 99.50%
30.04.2024 28.62% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 29'954 CHF 19'977 CHF 99.48% 99.48%
29.04.2024 32.86% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 25'470 CHF 17'735 CHF 99.47% 99.47%
26.04.2024 40.47% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 19'731 CHF 14'865 CHF 98.86% 98.86%
25.04.2024 48.48% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 15'644 CHF 12'822 CHF 99.35% 99.35%
24.04.2024 45.90% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 16'811 CHF 13'405 CHF 99.39% 99.39%

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