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
13.05.2024 20.85% 0.04 CHF 0.05 CHF 1'000'000 250'000 994'344 250'000 42'843 CHF 13'274 CHF 99.38% 99.38%
10.05.2024 20.32% 0.04 CHF 0.05 CHF 1'000'000 250'000 983'241 250'000 43'522 CHF 13'569 CHF 99.39% 99.39%
08.05.2024 22.44% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 39'616 CHF 12'404 CHF 99.38% 99.38%
07.05.2024 20.66% 0.04 CHF 0.05 CHF 1'000'000 250'000 993'383 280'153 43'353 CHF 15'182 CHF 99.24% 99.24%
06.05.2024 18.61% 0.05 CHF 0.06 CHF 1'000'000 500'000 993'881 436'531 48'507 CHF 25'886 CHF 99.21% 99.21%
03.05.2024 20.42% 0.04 CHF 0.05 CHF 1'000'000 250'000 992'382 250'000 43'756 CHF 13'516 CHF 99.38% 99.38%
02.05.2024 21.74% 0.05 CHF 0.06 CHF 1'000'000 250'000 978'695 250'000 40'233 CHF 12'771 CHF 99.39% 99.39%
30.04.2024 21.88% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 40'778 CHF 12'695 CHF 99.43% 99.43%
29.04.2024 22.50% 0.04 CHF 0.05 CHF 1'000'000 250'000 992'757 250'000 39'217 CHF 12'377 CHF 99.30% 99.30%
26.04.2024 19.35% 0.04 CHF 0.05 CHF 1'000'000 250'000 978'635 354'045 45'983 CHF 20'597 CHF 97.24% 97.24%

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