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 21.89% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 40'811 CHF 25'405 CHF 99.12% 99.12%
15.05.2024 13.88% 0.06 CHF 0.07 CHF 1'000'000 400'000 1'000'000 400'222 67'313 CHF 30'941 CHF 99.45% 99.45%
14.05.2024 13.18% 0.06 CHF 0.07 CHF 1'000'000 400'000 1'000'000 400'000 71'032 CHF 32'413 CHF 93.45% 93.45%
13.05.2024 20.72% 0.06 CHF 0.07 CHF 1'000'000 400'000 1'000'000 482'565 44'390 CHF 25'972 CHF 98.33% 98.33%
10.05.2024 27.75% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 31'290 CHF 20'645 CHF 96.45% 96.45%
08.05.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 99.62% 99.62%
07.05.2024 23.06% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 38'677 CHF 24'339 CHF 98.49% 98.49%
06.05.2024 18.84% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 48'500 CHF 29'250 CHF 98.53% 98.53%
03.05.2024 13.70% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 499'904 68'382 CHF 39'182 CHF 99.43% 99.43%
02.05.2024 10.57% 0.08 CHF 0.09 CHF 1'000'000 400'000 1'000'000 400'265 89'701 CHF 39'904 CHF 99.52% 99.52%

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