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
14.05.2024 102.91% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 4'927 CHF 7'464 CHF 98.27% 98.27%
13.05.2024 92.38% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'868 CHF 7'934 CHF 98.56% 98.56%
10.05.2024 68.07% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 9'776 CHF 9'888 CHF 99.55% 99.55%
08.05.2024 53.94% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 13'921 CHF 11'961 CHF 99.57% 99.57%
07.05.2024 40.03% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 19'988 CHF 14'994 CHF 99.50% 99.50%
06.05.2024 39.74% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'228 CHF 15'114 CHF 99.58% 99.58%
03.05.2024 28.93% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 29'685 CHF 19'843 CHF 99.40% 99.40%
02.05.2024 28.58% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 29'996 CHF 19'998 CHF 99.57% 99.57%
30.04.2024 24.44% 0.04 CHF 0.05 CHF 1'000'000 400'000 1'000'000 489'244 36'808 CHF 22'866 CHF 93.12% 93.12%
29.04.2024 21.84% 0.04 CHF 0.05 CHF 1'000'000 400'000 1'000'000 400'714 40'935 CHF 20'410 CHF 99.57% 99.57%

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