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
27.06.2024 20.11% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 45'223 CHF 27'611 CHF 99.58% 99.58%
26.06.2024 24.40% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 36'574 CHF 23'287 CHF 99.59% 99.59%
25.06.2024 22.22% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'000 CHF 25'000 CHF 99.57% 99.57%
24.06.2024 21.47% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 41'850 CHF 25'925 CHF 93.88% 93.88%
21.06.2024 22.12% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'244 CHF 25'122 CHF 99.24% 99.24%
20.06.2024 22.79% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 39'100 CHF 24'550 CHF 99.56% 99.56%
19.06.2024 22.22% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'000 CHF 25'000 CHF 99.59% 99.59%
18.06.2024 20.24% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 44'908 CHF 27'454 CHF 99.53% 99.53%
17.06.2024 21.80% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 41'048 CHF 25'524 CHF 99.60% 99.60%
14.06.2024 20.06% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 45'359 CHF 27'680 CHF 99.68% 99.68%

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