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
14.06.2024 8.38% 0.11 CHF 0.12 CHF 1'500'000 300'000 1'500'000 300'000 172'176 CHF 37'435 CHF 99.24% 99.24%
13.06.2024 7.84% 0.13 CHF 0.14 CHF 1'500'000 300'000 1'500'000 300'000 184'421 CHF 39'884 CHF 99.02% 99.02%
12.06.2024 7.48% 0.14 CHF 0.15 CHF 1'500'000 300'000 1'500'000 300'000 194'044 CHF 41'809 CHF 99.27% 99.27%
11.06.2024 8.00% 0.12 CHF 0.13 CHF 1'500'000 300'000 1'500'000 300'000 180'132 CHF 39'026 CHF 99.26% 99.26%
10.06.2024 8.24% 0.12 CHF 0.13 CHF 1'500'000 300'000 1'500'000 300'000 174'744 CHF 37'949 CHF 99.23% 99.23%
07.06.2024 7.71% 0.13 CHF 0.14 CHF 1'500'000 300'000 1'500'000 300'000 187'233 CHF 40'447 CHF 99.26% 99.26%
05.06.2024 4.70% 0.20 CHF 0.21 CHF 1'500'000 300'000 1'500'000 300'000 311'448 CHF 65'290 CHF 99.25% 99.25%
04.06.2024 4.86% 0.20 CHF 0.21 CHF 1'500'000 300'000 1'500'000 300'000 301'654 CHF 63'331 CHF 99.27% 99.27%
03.06.2024 4.53% 0.21 CHF 0.22 CHF 1'500'000 300'000 1'500'000 300'000 323'624 CHF 67'725 CHF 99.27% 99.27%
31.05.2024 4.86% 0.21 CHF 0.22 CHF 1'500'000 300'000 1'500'000 300'000 301'612 CHF 63'322 CHF 98.85% 98.85%

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