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
29.05.2024 48.31% 0.05 CHF 0.08 CHF 1'000'000 250'000 998'709 362'216 47'139 CHF 28'237 CHF 98.96% 98.96%
28.05.2024 37.93% 0.06 CHF 0.09 CHF 850'000 425'000 780'169 401'049 49'944 CHF 37'730 CHF 99.19% 99.19%
27.05.2024 40.61% 0.06 CHF 0.09 CHF 850'000 425'000 866'600 436'115 51'004 CHF 38'742 CHF 99.38% 99.38%
24.05.2024 49.75% 0.06 CHF 0.09 CHF 1'000'000 500'000 999'221 318'065 45'477 CHF 24'322 CHF 99.38% 99.38%
23.05.2024 51.44% 0.05 CHF 0.08 CHF 1'000'000 250'000 1'000'000 250'000 43'414 CHF 18'354 CHF 99.07% 99.07%
22.05.2024 55.62% 0.04 CHF 0.07 CHF 1'000'000 250'000 1'000'000 250'000 39'049 CHF 17'262 CHF 97.92% 97.92%
21.05.2024 53.17% 0.05 CHF 0.08 CHF 1'000'000 250'000 989'056 289'308 41'218 CHF 21'046 CHF 99.39% 99.39%
17.05.2024 45.85% 0.05 CHF 0.08 CHF 1'000'000 250'000 978'533 468'703 49'336 CHF 37'828 CHF 99.02% 99.02%
16.05.2024 41.85% 0.06 CHF 0.09 CHF 925'000 475'000 891'554 455'382 50'537 CHF 39'463 CHF 99.24% 99.24%
15.05.2024 39.16% 0.06 CHF 0.09 CHF 850'000 425'000 818'724 418'215 50'365 CHF 38'292 CHF 99.38% 99.38%

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