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
16.05.2024 101.93% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 4'856 CHF 7'428 CHF 99.06% 99.06%
15.05.2024 87.22% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 6'492 CHF 8'246 CHF 98.90% 98.90%
14.05.2024 76.03% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 8'188 CHF 9'094 CHF 99.05% 99.05%
13.05.2024 87.99% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 6'416 CHF 8'208 CHF 94.49% 94.49%
10.05.2024 96.86% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'364 CHF 7'682 CHF 98.10% 98.10%
08.05.2024 46.13% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 16'903 CHF 13'452 CHF 96.90% 96.90%
07.05.2024 24.67% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 36'152 CHF 23'076 CHF 96.75% 96.75%
06.05.2024 18.50% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 486'715 49'602 CHF 28'877 CHF 99.07% 99.07%
03.05.2024 14.62% 0.07 CHF 0.08 CHF 1'000'000 400'000 1'000'000 402'074 63'918 CHF 29'708 CHF 99.01% 99.01%
02.05.2024 17.69% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 498'807 51'747 CHF 30'790 CHF 99.29% 99.29%

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