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 15.58% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 59'310 CHF 34'655 CHF 98.87% 98.87%
15.05.2024 12.46% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 75'536 CHF 42'768 CHF 99.17% 99.17%
14.05.2024 13.64% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 68'506 CHF 39'253 CHF 98.71% 98.71%
13.05.2024 17.32% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 53'075 CHF 31'537 CHF 95.17% 95.17%
10.05.2024 15.38% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 60'000 CHF 35'000 CHF 98.89% 98.89%
08.05.2024 15.23% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 60'920 CHF 35'460 CHF 98.90% 98.90%
07.05.2024 13.92% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 67'128 CHF 38'564 CHF 98.86% 98.86%
06.05.2024 14.91% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 62'434 CHF 36'217 CHF 99.07% 99.07%
03.05.2024 18.01% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 50'617 CHF 30'308 CHF 98.59% 98.59%
02.05.2024 17.58% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 52'156 CHF 31'078 CHF 99.07% 99.07%

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