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 20.00% 0.05 CHF 0.06 CHF 1'000'000 250'000 993'722 250'000 44'718 CHF 13'750 CHF 99.25% 99.25%
15.05.2024 18.78% 0.05 CHF 0.06 CHF 1'000'000 250'000 994'448 414'167 48'084 CHF 24'424 CHF 99.39% 99.39%
14.05.2024 19.26% 0.05 CHF 0.06 CHF 1'000'000 250'000 986'025 379'041 46'485 CHF 21'970 CHF 96.43% 96.43%
13.05.2024 14.31% 0.07 CHF 0.08 CHF 775'000 400'000 773'713 399'707 50'200 CHF 29'932 CHF 99.38% 99.38%
10.05.2024 14.29% 0.07 CHF 0.08 CHF 775'000 400'000 767'360 397'817 49'878 CHF 29'836 CHF 99.38% 99.38%
08.05.2024 14.45% 0.07 CHF 0.08 CHF 775'000 400'000 779'937 401'875 50'088 CHF 29'834 CHF 99.39% 99.39%
07.05.2024 15.38% 0.06 CHF 0.07 CHF 850'000 425'000 846'237 423'902 50'805 CHF 29'689 CHF 99.23% 99.23%
06.05.2024 15.20% 0.06 CHF 0.07 CHF 850'000 425'000 826'113 417'445 50'234 CHF 29'564 CHF 99.19% 99.19%
03.05.2024 15.38% 0.06 CHF 0.07 CHF 850'000 425'000 845'296 423'628 50'718 CHF 29'654 CHF 99.39% 99.39%
02.05.2024 15.31% 0.06 CHF 0.07 CHF 850'000 425'000 837'905 421'243 50'536 CHF 29'622 CHF 99.38% 99.38%

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