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 40.40% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 19'849 CHF 14'925 CHF 98.00% 98.00%
06.05.2024 38.11% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 21'656 CHF 15'828 CHF 96.85% 96.85%
03.05.2024 39.97% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'025 CHF 15'013 CHF 98.86% 98.86%
02.05.2024 30.18% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 28'590 CHF 19'295 CHF 99.24% 99.24%
30.04.2024 28.48% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'144 CHF 20'072 CHF 99.24% 99.24%
29.04.2024 26.86% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 32'698 CHF 21'349 CHF 99.56% 99.56%
26.04.2024 20.25% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 451'358 44'891 CHF 24'609 CHF 99.56% 99.56%
25.04.2024 13.50% 0.07 CHF 0.08 CHF 1'000'000 400'000 990'832 390'832 69'253 CHF 31'114 CHF 99.48% 99.48%
24.04.2024 5.29% 0.19 CHF 0.20 CHF 600'000 200'000 600'000 200'000 110'558 CHF 38'853 CHF 99.55% 99.55%
23.04.2024 5.18% 0.19 CHF 0.20 CHF 600'000 200'000 600'000 200'000 112'936 CHF 39'645 CHF 99.38% 99.38%

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