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 28.35% 0.03 CHF 0.04 CHF 1'500'000 200'000 1'500'000 200'000 45'524 CHF 8'070 CHF 99.27% 99.27%
15.05.2024 27.10% 0.04 CHF 0.05 CHF 1'500'000 200'000 1'500'000 200'000 48'484 CHF 8'465 CHF 99.12% 99.12%
14.05.2024 35.97% 0.03 CHF 0.04 CHF 1'500'000 200'000 1'500'000 200'000 35'290 CHF 6'705 CHF 99.27% 99.27%
13.05.2024 39.58% 0.02 CHF 0.03 CHF 1'500'000 200'000 1'500'000 200'000 30'548 CHF 6'073 CHF 98.75% 98.75%
10.05.2024 40.39% 0.02 CHF 0.03 CHF 1'500'000 200'000 1'500'000 200'000 29'778 CHF 5'970 CHF 99.27% 99.27%
08.05.2024 41.59% 0.02 CHF 0.03 CHF 1'500'000 200'000 1'500'000 200'000 29'168 CHF 5'889 CHF 99.27% 99.27%
07.05.2024 66.67% 0.01 CHF 0.02 CHF 1'500'000 200'000 1'500'000 200'000 15'000 CHF 4'000 CHF 99.27% 99.27%
06.05.2024 66.67% 0.01 CHF 0.02 CHF 1'500'000 200'000 1'500'000 200'000 15'000 CHF 4'000 CHF 83.83% 99.27%
03.05.2024 66.67% 0.01 CHF 0.01 CHF 1'500'000 200'000 1'500'000 200'000 15'000 CHF 4'000 CHF 10.31% 99.10%
02.05.2024 66.67% 0.01 CHF 0.01 CHF 1'500'000 200'000 1'500'000 200'000 15'000 CHF 4'000 CHF 40.54% 99.24%

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