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 26.22% 0.03 CHF 0.04 CHF 1'000'000 1'000'000 960'818 960'818 39'449 CHF 49'286 CHF 99.56% 99.56%
14.05.2024 18.82% 0.05 CHF 0.06 CHF 1'000'000 1'000'000 1'000'000 1'000'000 48'245 CHF 58'245 CHF 99.83% 99.83%
13.05.2024 16.99% 0.06 CHF 0.07 CHF 1'000'000 1'000'000 1'000'000 1'000'000 53'887 CHF 63'887 CHF 100.00% 100.00%
10.05.2024 17.96% 0.06 CHF 0.07 CHF 1'000'000 1'000'000 1'000'000 1'000'000 50'759 CHF 60'759 CHF 100.00% 100.00%
08.05.2024 16.22% 0.06 CHF 0.07 CHF 1'000'000 1'000'000 999'852 999'852 56'812 CHF 66'812 CHF 99.41% 99.41%
07.05.2024 13.31% 0.06 CHF 0.07 CHF 1'000'000 1'000'000 999'076 999'076 70'462 CHF 80'462 CHF 100.00% 100.00%
06.05.2024 10.70% 0.08 CHF 0.09 CHF 1'000'000 1'000'000 1'000'000 1'000'000 89'121 CHF 99'121 CHF 99.76% 99.76%
03.05.2024 8.47% 0.12 CHF 0.13 CHF 1'000'000 1'000'000 987'325 987'325 116'970 CHF 126'928 CHF 99.27% 99.27%
02.05.2024 6.89% 0.14 CHF 0.15 CHF 1'000'000 1'000'000 1'000'000 1'000'000 140'464 CHF 150'464 CHF 98.87% 98.87%
30.04.2024 7.38% 0.15 CHF 0.16 CHF 1'000'000 1'000'000 999'425 999'425 130'766 CHF 140'766 CHF 99.73% 99.73%

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