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
13.05.2024 10.42% 0.10 CHF 0.11 CHF 1'000'000 400'000 1'000'000 400'000 91'088 CHF 40'435 CHF 99.01% 99.01%
10.05.2024 10.64% 0.08 CHF 0.09 CHF 1'000'000 400'000 1'000'000 400'000 89'044 CHF 39'617 CHF 99.23% 99.23%
08.05.2024 11.54% 0.08 CHF 0.09 CHF 1'000'000 400'000 1'000'000 400'000 81'801 CHF 36'721 CHF 99.41% 99.41%
07.05.2024 10.53% 0.09 CHF 0.10 CHF 1'000'000 400'000 1'000'000 400'000 90'000 CHF 40'000 CHF 99.35% 99.35%
06.05.2024 9.66% 0.09 CHF 0.10 CHF 1'000'000 400'000 999'225 399'225 98'627 CHF 43'392 CHF 99.16% 99.16%
03.05.2024 9.05% 0.09 CHF 0.10 CHF 1'000'000 400'000 972'785 372'785 103'095 CHF 43'170 CHF 99.24% 99.24%
02.05.2024 7.68% 0.11 CHF 0.12 CHF 1'000'000 400'000 917'304 317'304 114'979 CHF 42'779 CHF 98.83% 98.83%
30.04.2024 12.13% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 417'639 77'656 CHF 36'473 CHF 99.35% 99.35%
29.04.2024 12.41% 0.08 CHF 0.09 CHF 1'000'000 400'000 1'000'000 400'000 75'875 CHF 34'350 CHF 99.36% 99.36%
26.04.2024 11.19% 0.08 CHF 0.09 CHF 1'000'000 400'000 1'000'000 400'000 84'648 CHF 37'859 CHF 99.35% 99.35%

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