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 36.10% 0.05 CHF 0.06 CHF 1'000'000 250'000 1'000'000 250'000 23'752 CHF 8'438 CHF 99.14% 99.14%
14.05.2024 47.97% 0.02 CHF 0.03 CHF 1'000'000 250'000 998'269 250'000 16'025 CHF 6'513 CHF 98.89% 98.89%
13.05.2024 39.94% 0.02 CHF 0.03 CHF 1'000'000 250'000 992'861 250'000 19'957 CHF 7'525 CHF 99.17% 99.17%
10.05.2024 30.52% 0.03 CHF 0.04 CHF 1'000'000 250'000 992'742 250'000 27'799 CHF 9'503 CHF 96.50% 96.50%
08.05.2024 26.20% 0.04 CHF 0.05 CHF 1'000'000 250'000 997'983 250'000 33'407 CHF 10'867 CHF 99.18% 99.18%
07.05.2024 24.04% 0.04 CHF 0.05 CHF 1'000'000 250'000 992'319 250'000 36'459 CHF 11'682 CHF 98.97% 98.97%
06.05.2024 27.69% 0.04 CHF 0.05 CHF 1'000'000 250'000 992'596 250'000 31'095 CHF 10'329 CHF 98.97% 98.97%
03.05.2024 27.03% 0.04 CHF 0.05 CHF 1'000'000 250'000 998'743 250'000 32'314 CHF 10'589 CHF 98.56% 98.56%
02.05.2024 24.36% 0.03 CHF 0.04 CHF 1'000'000 250'000 989'227 251'197 36'171 CHF 11'702 CHF 98.82% 98.82%
30.04.2024 5.97% 0.16 CHF 0.17 CHF 300'000 300'000 322'782 322'782 52'512 CHF 55'740 CHF 99.16% 99.16%

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