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
10.05.2024 13.11% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 71'439 CHF 40'719 CHF 99.43% 99.43%
08.05.2024 13.33% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 70'000 CHF 40'000 CHF 99.48% 99.48%
07.05.2024 11.88% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 79'243 CHF 44'621 CHF 99.57% 99.57%
06.05.2024 10.56% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 89'756 CHF 49'878 CHF 98.86% 98.86%
03.05.2024 10.55% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 89'786 CHF 49'893 CHF 98.10% 98.10%
02.05.2024 13.21% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 70'758 CHF 40'379 CHF 99.43% 99.43%
30.04.2024 14.03% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 66'628 CHF 38'314 CHF 99.39% 99.39%
29.04.2024 15.38% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 60'000 CHF 35'000 CHF 99.46% 99.46%
26.04.2024 18.18% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 50'000 CHF 30'000 CHF 98.89% 98.89%
25.04.2024 22.22% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'000 CHF 25'000 CHF 99.35% 99.35%

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