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 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 983'231 250'000 9'832 CHF 5'000 CHF 99.39% 99.39%
08.05.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'000 CHF 5'000 CHF 99.39% 99.39%
07.05.2024 65.68% 0.01 CHF 0.02 CHF 1'000'000 250'000 993'430 250'000 10'230 CHF 5'074 CHF 99.23% 99.23%
06.05.2024 51.61% 0.02 CHF 0.03 CHF 1'000'000 250'000 993'821 250'000 14'425 CHF 6'129 CHF 99.21% 99.21%
03.05.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 992'348 250'000 9'923 CHF 5'000 CHF 99.38% 99.38%
02.05.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 978'686 250'000 9'787 CHF 5'000 CHF 99.39% 99.39%
30.04.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'000 CHF 5'000 CHF 99.43% 99.43%
29.04.2024 58.29% 0.01 CHF 0.02 CHF 1'000'000 250'000 992'730 250'000 13'328 CHF 5'859 CHF 99.30% 99.30%
26.04.2024 44.11% 0.01 CHF 0.02 CHF 1'000'000 250'000 987'440 250'000 19'696 CHF 7'507 CHF 97.25% 97.25%
25.04.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 991'814 250'000 9'918 CHF 5'000 CHF 83.97% 83.97%

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