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
07.05.2024 22.17% 0.04 CHF 0.05 CHF 1'000'000 250'000 992'843 250'000 40'041 CHF 12'576 CHF 99.24% 99.24%
06.05.2024 27.33% 0.04 CHF 0.05 CHF 1'000'000 250'000 993'341 250'000 31'543 CHF 10'436 CHF 99.22% 99.22%
03.05.2024 28.56% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 30'021 CHF 10'005 CHF 99.30% 99.30%
02.05.2024 26.38% 0.03 CHF 0.04 CHF 1'000'000 250'000 976'720 250'000 32'250 CHF 10'766 CHF 99.38% 99.38%
30.04.2024 23.19% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 38'257 CHF 12'064 CHF 99.43% 99.43%
29.04.2024 21.55% 0.05 CHF 0.06 CHF 1'000'000 250'000 992'442 250'000 41'209 CHF 12'878 CHF 99.28% 99.28%
26.04.2024 20.63% 0.05 CHF 0.06 CHF 1'000'000 250'000 994'370 250'000 43'355 CHF 13'395 CHF 97.23% 97.23%
25.04.2024 21.98% 0.04 CHF 0.05 CHF 1'000'000 250'000 990'769 250'000 40'169 CHF 12'634 CHF 83.96% 83.96%
24.04.2024 19.69% 0.04 CHF 0.05 CHF 1'000'000 250'000 994'620 300'545 45'623 CHF 16'963 CHF 99.39% 99.39%
23.04.2024 18.18% 0.05 CHF 0.06 CHF 1'000'000 500'000 995'877 498'626 49'794 CHF 29'918 CHF 99.39% 99.39%

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