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 28.57% 0.03 CHF 0.04 CHF 1'000'000 250'000 993'753 250'000 29'813 CHF 10'000 CHF 99.24% 99.24%
15.05.2024 25.88% 0.03 CHF 0.04 CHF 1'000'000 250'000 994'440 250'000 33'575 CHF 10'942 CHF 99.39% 99.39%
14.05.2024 26.11% 0.04 CHF 0.05 CHF 1'000'000 250'000 986'026 250'000 33'166 CHF 10'908 CHF 96.43% 96.43%
13.05.2024 20.00% 0.05 CHF 0.06 CHF 1'000'000 250'000 995'968 250'000 44'819 CHF 13'750 CHF 99.38% 99.38%
10.05.2024 20.00% 0.05 CHF 0.06 CHF 1'000'000 250'000 989'061 250'000 44'508 CHF 13'750 CHF 99.39% 99.39%
08.05.2024 20.00% 0.05 CHF 0.06 CHF 1'000'000 250'000 993'146 250'000 44'692 CHF 13'750 CHF 99.39% 99.39%
07.05.2024 21.71% 0.05 CHF 0.06 CHF 1'000'000 250'000 995'275 250'000 40'961 CHF 12'787 CHF 99.24% 99.24%
06.05.2024 20.98% 0.04 CHF 0.05 CHF 1'000'000 250'000 987'670 250'000 42'270 CHF 13'197 CHF 99.21% 99.21%
03.05.2024 21.60% 0.05 CHF 0.06 CHF 1'000'000 250'000 994'094 250'000 41'143 CHF 12'848 CHF 99.39% 99.39%
02.05.2024 21.26% 0.04 CHF 0.05 CHF 1'000'000 250'000 991'778 250'000 41'812 CHF 13'042 CHF 99.38% 99.38%

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