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 15.21% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 60'845 CHF 35'423 CHF 99.48% 99.48%
07.05.2024 13.34% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 69'957 CHF 39'978 CHF 99.56% 99.56%
06.05.2024 11.46% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 82'431 CHF 46'216 CHF 98.83% 98.83%
03.05.2024 11.19% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 84'664 CHF 47'332 CHF 98.09% 98.09%
02.05.2024 14.96% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 62'070 CHF 36'035 CHF 99.46% 99.46%
30.04.2024 15.92% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 58'156 CHF 34'078 CHF 99.46% 99.46%
29.04.2024 16.83% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 54'823 CHF 32'412 CHF 99.43% 99.43%
26.04.2024 21.96% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'652 CHF 25'326 CHF 98.90% 98.90%
25.04.2024 24.43% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 36'519 CHF 23'259 CHF 99.34% 99.34%
24.04.2024 23.45% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 38'067 CHF 24'033 CHF 99.34% 99.34%

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