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 5.21% 0.18 CHF 0.19 CHF 1'500'000 150'000 1'500'000 150'000 280'773 CHF 29'577 CHF 99.19% 99.19%
15.05.2024 5.13% 0.18 CHF 0.19 CHF 1'500'000 150'000 1'500'000 150'000 284'865 CHF 29'987 CHF 99.12% 99.12%
14.05.2024 5.73% 0.19 CHF 0.20 CHF 1'500'000 150'000 1'500'000 150'000 255'673 CHF 27'067 CHF 99.27% 99.27%
13.05.2024 6.24% 0.15 CHF 0.16 CHF 1'500'000 150'000 1'500'000 150'000 232'942 CHF 24'794 CHF 98.75% 98.75%
10.05.2024 6.45% 0.15 CHF 0.16 CHF 1'500'000 150'000 1'500'000 150'000 225'183 CHF 24'018 CHF 99.27% 99.27%
08.05.2024 7.81% 0.15 CHF 0.16 CHF 1'500'000 150'000 1'500'000 150'000 186'976 CHF 20'198 CHF 99.27% 99.27%
07.05.2024 9.50% 0.10 CHF 0.11 CHF 1'500'000 150'000 1'500'000 150'000 150'457 CHF 16'546 CHF 99.27% 99.27%
06.05.2024 9.96% 0.10 CHF 0.11 CHF 1'500'000 150'000 1'101'000 150'000 105'734 CHF 15'845 CHF 99.27% 99.27%
03.05.2024 9.35% 0.10 CHF 0.11 CHF 1'000'000 150'000 1'000'000 150'000 102'096 CHF 16'814 CHF 99.11% 99.11%
02.05.2024 10.20% 0.09 CHF 0.10 CHF 1'000'000 150'000 1'000'000 150'000 93'253 CHF 15'488 CHF 99.24% 99.24%

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