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
07.05.2024 6.35% 0.15 CHF 0.16 CHF 1'000'000 500'000 1'000'000 500'000 153'093 CHF 81'546 CHF 98.95% 98.95%
06.05.2024 6.00% 0.16 CHF 0.17 CHF 1'000'000 500'000 1'000'000 500'000 161'933 CHF 85'967 CHF 99.01% 99.01%
03.05.2024 6.35% 0.14 CHF 0.15 CHF 1'000'000 500'000 1'000'000 500'000 152'611 CHF 81'306 CHF 98.93% 98.93%
02.05.2024 5.86% 0.15 CHF 0.16 CHF 1'000'000 500'000 1'000'000 499'914 166'053 CHF 88'012 CHF 98.69% 98.69%
30.04.2024 4.60% 0.18 CHF 0.19 CHF 1'000'000 500'000 1'000'000 500'000 213'000 CHF 111'500 CHF 98.93% 98.93%
29.04.2024 5.70% 0.22 CHF 0.23 CHF 1'000'000 500'000 999'318 499'875 173'369 CHF 91'734 CHF 98.51% 98.51%
26.04.2024 8.05% 0.12 CHF 0.13 CHF 1'000'000 500'000 1'000'000 500'000 119'687 CHF 64'844 CHF 98.63% 98.63%
25.04.2024 10.67% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 500'000 89'053 CHF 49'526 CHF 95.77% 95.77%
24.04.2024 10.58% 0.09 CHF 0.10 CHF 1'000'000 500'000 999'646 500'000 89'817 CHF 49'926 CHF 95.07% 95.07%
23.04.2024 18.18% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 50'000 CHF 30'000 CHF 97.64% 97.64%

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