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 66.67% 0.01 CHF 0.02 CHF 1'500'000 250'000 1'500'000 250'000 15'000 CHF 5'000 CHF 98.47% 98.47%
15.05.2024 66.67% 0.01 CHF 0.02 CHF 1'500'000 250'000 1'500'000 250'000 15'000 CHF 5'000 CHF 98.33% 98.33%
14.05.2024 66.67% 0.01 CHF 0.02 CHF 1'500'000 250'000 1'500'000 250'000 15'000 CHF 5'000 CHF 99.37% 99.37%
13.05.2024 66.67% 0.01 CHF 0.02 CHF 1'500'000 250'000 1'500'000 250'000 15'000 CHF 5'000 CHF 98.93% 98.93%
10.05.2024 65.83% 0.01 CHF 0.02 CHF 1'500'000 250'000 1'500'000 250'000 15'472 CHF 5'079 CHF 99.36% 99.36%
08.05.2024 49.08% 0.01 CHF 0.02 CHF 1'500'000 250'000 1'500'000 250'000 24'890 CHF 6'648 CHF 99.36% 99.36%
07.05.2024 40.00% 0.02 CHF 0.03 CHF 1'500'000 250'000 1'500'000 250'000 30'000 CHF 7'500 CHF 94.72% 94.72%
06.05.2024 59.80% 0.01 CHF 0.02 CHF 1'500'000 250'000 1'500'000 250'000 18'862 CHF 5'644 CHF 99.37% 99.37%
03.05.2024 40.00% 0.02 CHF 0.03 CHF 1'500'000 250'000 1'500'000 250'000 30'000 CHF 7'500 CHF 99.37% 99.37%
02.05.2024 45.80% 0.02 CHF 0.03 CHF 1'500'000 250'000 1'500'000 250'000 26'736 CHF 6'956 CHF 99.36% 99.36%

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