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 41.31% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 19'339 CHF 14'669 CHF 98.82% 98.82%
15.05.2024 43.29% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 18'161 CHF 14'080 CHF 99.08% 99.08%
14.05.2024 45.21% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 17'144 CHF 13'572 CHF 98.74% 98.74%
13.05.2024 41.04% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 19'398 CHF 14'699 CHF 94.91% 94.91%
10.05.2024 38.63% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'948 CHF 15'474 CHF 98.81% 98.81%
08.05.2024 59.46% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 12'702 CHF 11'351 CHF 98.73% 98.73%
07.05.2024 40.73% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'049 CHF 15'024 CHF 97.82% 97.82%
06.05.2024 112.94% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 3'920 CHF 6'960 CHF 98.77% 98.77%
03.05.2024 104.49% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 4'600 CHF 7'300 CHF 99.10% 99.10%
02.05.2024 102.55% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 4'775 CHF 7'388 CHF 99.16% 99.16%

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