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 36.95% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 22'272 CHF 16'136 CHF 99.12% 99.12%
15.05.2024 42.68% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 18'997 CHF 14'498 CHF 99.47% 99.47%
14.05.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 99.34% 99.34%
13.05.2024 39.88% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'106 CHF 15'053 CHF 99.09% 99.09%
10.05.2024 29.99% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 28'762 CHF 19'381 CHF 97.08% 97.08%
08.05.2024 16.85% 0.06 CHF 0.07 CHF 1'000'000 400'000 1'000'000 477'773 54'877 CHF 30'838 CHF 99.58% 99.58%
07.05.2024 15.02% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 421'599 62'371 CHF 30'291 CHF 99.66% 99.66%
06.05.2024 11.82% 0.08 CHF 0.09 CHF 1'000'000 400'000 989'441 389'441 78'900 CHF 34'885 CHF 99.27% 99.27%
03.05.2024 9.03% 0.11 CHF 0.12 CHF 900'000 300'000 898'717 302'750 95'578 CHF 35'157 CHF 97.07% 97.07%
02.05.2024 7.18% 0.13 CHF 0.14 CHF 750'000 250'000 762'419 254'140 102'497 CHF 36'707 CHF 99.48% 99.48%

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