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
08.05.2024 74.64% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 8'804 CHF 4'701 CHF 100.00% 100.00%
07.05.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 999'438 250'000 9'994 CHF 5'000 CHF 98.61% 98.61%
06.05.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 992'885 250'000 9'929 CHF 5'000 CHF 99.51% 99.51%
03.05.2024 84.76% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 7'287 CHF 4'322 CHF 99.49% 99.49%
02.05.2024 67.96% 0.01 CHF 0.02 CHF 1'000'000 250'000 985'910 250'000 9'694 CHF 4'952 CHF 100.00% 100.00%
30.04.2024 66.59% 0.01 CHF 0.02 CHF 1'000'000 250'000 999'838 250'000 10'022 CHF 5'006 CHF 98.88% 98.88%
29.04.2024 66.65% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'006 CHF 5'001 CHF 99.83% 99.83%
26.04.2024 61.79% 0.02 CHF 0.03 CHF 1'000'000 250'000 986'148 250'000 11'325 CHF 5'366 CHF 100.00% 100.00%
25.04.2024 53.04% 0.01 CHF 0.02 CHF 250'000 250'000 863'799 250'000 12'726 CHF 6'022 CHF 0.62% 0.62%
24.04.2024 41.26% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 254'466 19'418 CHF 7'494 CHF 99.98% 99.98%

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