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 15.38% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 60'000 CHF 35'000 CHF 96.08% 96.08%
15.05.2024 17.91% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 50'980 CHF 30'490 CHF 99.12% 99.12%
14.05.2024 18.15% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 50'112 CHF 30'056 CHF 93.96% 93.96%
13.05.2024 21.16% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 42'799 CHF 26'399 CHF 95.62% 95.62%
10.05.2024 18.24% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 49'850 CHF 29'925 CHF 99.58% 99.58%
08.05.2024 22.23% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 39'985 CHF 24'993 CHF 99.45% 99.45%
07.05.2024 18.17% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 50'040 CHF 30'020 CHF 99.58% 99.58%
06.05.2024 18.22% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 49'905 CHF 29'952 CHF 99.10% 99.10%
03.05.2024 18.74% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 48'615 CHF 29'307 CHF 98.08% 98.08%
02.05.2024 19.46% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 46'836 CHF 28'418 CHF 99.55% 99.55%

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