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
14.05.2024 29.04% 0.03 CHF 0.04 CHF 1'000'000 1'000'000 1'000'000 1'000'000 29'497 CHF 39'497 CHF 99.84% 99.84%
13.05.2024 26.25% 0.03 CHF 0.04 CHF 1'000'000 1'000'000 1'000'000 1'000'000 33'128 CHF 43'128 CHF 100.00% 100.00%
10.05.2024 26.90% 0.03 CHF 0.04 CHF 1'000'000 1'000'000 1'000'000 1'000'000 32'210 CHF 42'210 CHF 100.00% 100.00%
08.05.2024 26.03% 0.03 CHF 0.04 CHF 1'000'000 1'000'000 999'851 999'851 33'509 CHF 43'509 CHF 99.44% 99.44%
07.05.2024 22.33% 0.03 CHF 0.04 CHF 1'000'000 1'000'000 999'075 999'075 39'990 CHF 49'990 CHF 100.00% 100.00%
06.05.2024 17.68% 0.05 CHF 0.06 CHF 1'000'000 1'000'000 1'000'000 1'000'000 51'871 CHF 61'871 CHF 99.74% 99.74%
03.05.2024 14.47% 0.07 CHF 0.08 CHF 1'000'000 1'000'000 987'362 987'362 66'619 CHF 76'577 CHF 99.30% 99.30%
02.05.2024 11.32% 0.08 CHF 0.09 CHF 1'000'000 1'000'000 1'000'000 1'000'000 83'517 CHF 93'517 CHF 98.90% 98.90%
30.04.2024 11.67% 0.09 CHF 0.10 CHF 1'000'000 1'000'000 999'401 999'401 80'793 CHF 90'793 CHF 99.73% 99.73%
29.04.2024 12.34% 0.08 CHF 0.09 CHF 1'000'000 1'000'000 992'779 992'779 79'246 CHF 89'180 CHF 99.21% 99.21%

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