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
13.06.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 994'870 250'000 9'949 CHF 5'000 CHF 99.39% 99.39%
12.06.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 995'818 250'000 9'958 CHF 5'000 CHF 99.39% 99.39%
11.06.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 996'477 250'000 9'965 CHF 5'000 CHF 99.38% 99.38%
10.06.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 996'148 250'000 9'961 CHF 5'000 CHF 97.23% 97.23%
07.06.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 993'094 250'000 9'931 CHF 5'000 CHF 99.16% 99.16%
05.06.2024 58.06% 0.01 CHF 0.02 CHF 1'000'000 250'000 992'109 250'000 12'503 CHF 5'646 CHF 99.24% 99.24%
04.06.2024 53.83% 0.02 CHF 0.03 CHF 1'000'000 250'000 993'969 250'000 13'760 CHF 5'963 CHF 99.37% 99.37%
03.06.2024 59.76% 0.01 CHF 0.02 CHF 1'000'000 250'000 996'184 250'000 12'033 CHF 5'518 CHF 99.39% 99.39%
31.05.2024 50.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 996'327 250'000 14'945 CHF 6'250 CHF 99.37% 99.37%
30.05.2024 50.10% 0.02 CHF 0.03 CHF 1'000'000 250'000 994'391 250'000 14'885 CHF 6'242 CHF 98.61% 98.61%

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