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
13.06.2024 18.21% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 49'927 CHF 29'963 CHF 99.28% 99.28%
12.06.2024 18.72% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 48'673 CHF 29'337 CHF 95.83% 95.83%
11.06.2024 21.72% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 41'262 CHF 25'631 CHF 94.07% 94.07%
10.06.2024 21.69% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 41'306 CHF 25'653 CHF 98.68% 98.68%
07.06.2024 21.69% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 41'317 CHF 25'659 CHF 96.97% 96.97%
05.06.2024 21.56% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 41'627 CHF 25'813 CHF 99.57% 99.57%
04.06.2024 18.14% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 50'145 CHF 30'072 CHF 97.94% 97.94%
03.06.2024 17.79% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 51'397 CHF 30'699 CHF 91.10% 91.10%
31.05.2024 13.13% 0.08 CHF 0.09 CHF 1'000'000 400'000 1'000'000 400'474 71'275 CHF 32'548 CHF 99.19% 99.19%
30.05.2024 13.33% 0.07 CHF 0.08 CHF 1'000'000 400'000 1'000'000 425'856 70'005 CHF 34'070 CHF 99.56% 99.56%

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