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 21.84% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'948 CHF 25'474 CHF 96.06% 96.06%
15.05.2024 22.22% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'000 CHF 25'000 CHF 99.14% 99.14%
14.05.2024 22.22% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'000 CHF 25'000 CHF 93.99% 93.99%
13.05.2024 27.20% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 32'152 CHF 21'076 CHF 95.62% 95.62%
10.05.2024 23.35% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 38'230 CHF 24'115 CHF 99.64% 99.64%
08.05.2024 28.45% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'190 CHF 20'095 CHF 99.51% 99.51%
07.05.2024 22.22% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'000 CHF 25'000 CHF 99.57% 99.57%
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 99.07% 99.07%
03.05.2024 22.84% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 39'024 CHF 24'512 CHF 98.27% 98.27%
02.05.2024 23.96% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 37'260 CHF 23'630 CHF 99.58% 99.58%

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