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
13.05.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 994'344 250'000 19'887 CHF 7'500 CHF 99.38% 99.38%
10.05.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 983'233 250'000 19'665 CHF 7'500 CHF 99.39% 99.39%
08.05.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 20'000 CHF 7'500 CHF 99.38% 99.38%
07.05.2024 39.94% 0.02 CHF 0.03 CHF 1'000'000 250'000 993'378 250'000 19'909 CHF 7'510 CHF 99.24% 99.24%
06.05.2024 35.27% 0.03 CHF 0.04 CHF 1'000'000 250'000 993'808 250'000 23'394 CHF 8'387 CHF 99.21% 99.21%
03.05.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 992'347 250'000 19'847 CHF 7'500 CHF 99.38% 99.38%
02.05.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 978'737 250'000 19'575 CHF 7'500 CHF 99.38% 99.38%
30.04.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 20'000 CHF 7'500 CHF 99.43% 99.43%
29.04.2024 36.93% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 263'088 23'026 CHF 9'038 CHF 99.30% 99.30%
26.04.2024 29.09% 0.02 CHF 0.03 CHF 1'000'000 250'000 994'826 250'000 31'142 CHF 10'344 CHF 97.24% 97.24%

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