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 60.80% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 11'520 CHF 10'760 CHF 95.26% 95.26%
07.05.2024 53.99% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 13'549 CHF 11'774 CHF 96.88% 96.88%
06.05.2024 40.53% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 19'773 CHF 14'886 CHF 88.91% 88.91%
03.05.2024 38.09% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 21'401 CHF 15'700 CHF 86.73% 86.73%
02.05.2024 37.36% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 21'815 CHF 15'908 CHF 98.24% 98.24%
30.04.2024 29.00% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 29'630 CHF 19'815 CHF 97.92% 97.92%
29.04.2024 30.91% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 27'951 CHF 18'975 CHF 93.41% 93.41%
26.04.2024 34.11% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 25'158 CHF 17'579 CHF 95.69% 95.69%
25.04.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 96.10% 96.10%
24.04.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 90.73% 90.73%

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