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
13.05.2024 18.74% 0.05 CHF 0.06 CHF 1'000'000 920'000 1'000'000 920'000 48'384 CHF 53'713 CHF 98.74% 98.74%
10.05.2024 18.54% 0.05 CHF 0.06 CHF 1'000'000 920'000 1'000'000 920'000 48'943 CHF 54'227 CHF 99.51% 99.51%
08.05.2024 17.89% 0.05 CHF 0.06 CHF 1'000'000 920'000 1'000'000 920'000 50'921 CHF 56'047 CHF 99.57% 99.57%
07.05.2024 18.14% 0.05 CHF 0.06 CHF 1'000'000 920'000 1'000'000 920'000 50'171 CHF 55'358 CHF 99.48% 99.48%
06.05.2024 21.50% 0.04 CHF 0.05 CHF 1'000'000 920'000 1'000'000 920'000 41'590 CHF 47'463 CHF 99.58% 99.58%
03.05.2024 23.58% 0.04 CHF 0.05 CHF 1'000'000 920'000 1'000'000 920'000 37'438 CHF 43'643 CHF 99.51% 99.51%
02.05.2024 24.76% 0.04 CHF 0.05 CHF 1'000'000 920'000 1'000'000 920'000 35'423 CHF 41'789 CHF 99.47% 99.47%
30.04.2024 25.17% 0.03 CHF 0.04 CHF 1'000'000 920'000 1'000'000 920'000 34'746 CHF 41'166 CHF 99.47% 99.47%
29.04.2024 20.41% 0.04 CHF 0.05 CHF 1'000'000 920'000 1'000'000 920'000 45'061 CHF 50'656 CHF 98.47% 98.47%
26.04.2024 11.15% 0.08 CHF 0.09 CHF 900'000 900'000 900'000 900'000 76'316 CHF 85'316 CHF 99.58% 99.58%

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