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
15.05.2024 50.57% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 14'862 CHF 12'431 CHF 99.57% 99.57%
14.05.2024 49.51% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 15'324 CHF 12'662 CHF 99.59% 99.59%
13.05.2024 71.02% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 9'122 CHF 9'561 CHF 99.11% 99.11%
10.05.2024 38.86% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 21'001 CHF 15'501 CHF 99.59% 99.59%
08.05.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'003 CHF 20'002 CHF 99.13% 99.13%
07.05.2024 33.22% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 25'932 CHF 17'966 CHF 99.58% 99.58%
06.05.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 99.54% 99.54%
03.05.2024 40.15% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 20'244 CHF 15'122 CHF 99.38% 99.38%
02.05.2024 42.67% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 18'481 CHF 14'240 CHF 99.71% 99.71%
30.04.2024 28.30% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 495'016 31'960 CHF 20'635 CHF 96.08% 96.08%

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