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
17.05.2024 30.92% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 27'533 CHF 9'383 CHF 99.05% 99.05%
16.05.2024 26.45% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 32'965 CHF 10'741 CHF 99.27% 99.27%
15.05.2024 23.07% 0.04 CHF 0.05 CHF 1'000'000 250'000 992'572 250'000 38'175 CHF 12'118 CHF 99.39% 99.39%
14.05.2024 23.46% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 37'771 CHF 11'943 CHF 99.17% 99.17%
13.05.2024 25.26% 0.04 CHF 0.05 CHF 1'000'000 250'000 994'283 250'000 34'442 CHF 11'161 CHF 99.38% 99.38%
10.05.2024 25.98% 0.03 CHF 0.04 CHF 1'000'000 250'000 982'953 250'000 33'116 CHF 10'908 CHF 99.38% 99.38%
08.05.2024 28.16% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 30'571 CHF 10'143 CHF 99.39% 99.39%
07.05.2024 25.83% 0.03 CHF 0.04 CHF 1'000'000 250'000 993'314 250'000 33'608 CHF 10'960 CHF 99.23% 99.23%
06.05.2024 28.45% 0.03 CHF 0.04 CHF 1'000'000 250'000 993'819 250'000 29'974 CHF 10'042 CHF 99.19% 99.19%
03.05.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 250'000 992'195 250'000 29'772 CHF 10'001 CHF 99.39% 99.39%

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