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
24.04.2025 62.51% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 11'024 CHF 10'512 CHF 97.09% 97.09%
23.04.2025 46.53% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 16'631 CHF 13'316 CHF 96.88% 96.88%
22.04.2025 58.44% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 12'155 CHF 11'077 CHF 99.05% 99.05%
17.04.2025 53.59% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 13'740 CHF 11'870 CHF 95.50% 95.50%
16.04.2025 53.18% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 13'839 CHF 11'920 CHF 98.78% 98.78%
15.04.2025 57.84% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 12'419 CHF 11'209 CHF 95.68% 95.68%
14.04.2025 44.34% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 17'849 CHF 13'924 CHF 97.21% 97.21%
11.04.2025 37.30% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 22'365 CHF 16'183 CHF 99.43% 99.43%
10.04.2025 39.77% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'200 CHF 15'100 CHF 99.88% 99.88%
09.04.2025 42.43% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 19'730 CHF 14'865 CHF 98.85% 98.85%

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