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 11.56% 0.08 CHF 0.09 CHF 1'500'000 100'000 1'500'000 100'000 122'502 CHF 9'167 CHF 99.19% 99.19%
15.05.2024 11.19% 0.08 CHF 0.09 CHF 1'500'000 100'000 1'500'000 100'000 126'662 CHF 9'444 CHF 99.12% 99.12%
14.05.2024 13.62% 0.08 CHF 0.09 CHF 1'500'000 100'000 1'500'000 100'000 103'958 CHF 7'931 CHF 99.27% 99.27%
13.05.2024 16.04% 0.05 CHF 0.06 CHF 1'500'000 100'000 1'500'000 100'000 86'051 CHF 6'737 CHF 98.75% 98.75%
10.05.2024 16.76% 0.06 CHF 0.07 CHF 1'500'000 100'000 1'500'000 100'000 82'080 CHF 6'472 CHF 99.27% 99.27%
08.05.2024 22.48% 0.06 CHF 0.07 CHF 1'500'000 100'000 1'500'000 100'000 62'411 CHF 5'161 CHF 99.27% 99.27%
07.05.2024 32.83% 0.03 CHF 0.04 CHF 1'500'000 100'000 1'500'000 100'000 38'265 CHF 3'551 CHF 99.27% 99.27%
06.05.2024 39.32% 0.02 CHF 0.03 CHF 1'500'000 100'000 1'500'000 100'000 30'999 CHF 3'067 CHF 99.27% 99.27%
03.05.2024 37.15% 0.03 CHF 0.04 CHF 1'500'000 100'000 1'500'000 100'000 32'962 CHF 3'197 CHF 99.11% 99.11%
02.05.2024 41.83% 0.02 CHF 0.03 CHF 1'500'000 100'000 1'500'000 100'000 28'650 CHF 2'910 CHF 99.24% 99.24%

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