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 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 97.77% 97.77%
23.04.2025 25.17% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 35'358 CHF 22'679 CHF 97.33% 97.33%
22.04.2025 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 98.20% 98.20%
17.04.2025 28.75% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 29'844 CHF 19'922 CHF 95.68% 95.68%
16.04.2025 30.14% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 28'627 CHF 19'314 CHF 98.91% 98.91%
15.04.2025 38.23% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 21'551 CHF 15'775 CHF 95.84% 95.84%
14.04.2025 28.91% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 29'937 CHF 19'969 CHF 97.21% 97.21%
11.04.2025 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 99.60% 99.60%
10.04.2025 28.00% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'907 CHF 20'453 CHF 99.52% 99.52%
09.04.2025 26.89% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 32'690 CHF 21'345 CHF 99.45% 99.45%

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