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 96.63% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'373 CHF 7'686 CHF 95.56% 95.56%
07.05.2024 90.51% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 6'066 CHF 8'033 CHF 96.85% 96.85%
06.05.2024 72.54% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 8'860 CHF 9'430 CHF 88.87% 88.87%
03.05.2024 65.28% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'370 CHF 10'185 CHF 86.73% 86.73%
02.05.2024 64.73% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'491 CHF 10'246 CHF 98.25% 98.25%
30.04.2024 55.05% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 13'232 CHF 11'616 CHF 97.91% 97.91%
29.04.2024 56.57% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 12'799 CHF 11'400 CHF 93.37% 93.37%
26.04.2024 59.03% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 11'968 CHF 10'984 CHF 95.69% 95.69%
25.04.2024 53.19% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 13'842 CHF 11'921 CHF 96.13% 96.13%
24.04.2024 48.15% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 15'796 CHF 12'898 CHF 90.82% 90.82%

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