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 7.39% 0.15 CHF 0.16 CHF 2'000'000 50'000 2'000'000 50'000 261'611 CHF 7'040 CHF 99.17% 99.17%
15.05.2024 6.84% 0.17 CHF 0.18 CHF 2'000'000 50'000 2'000'000 177'588 284'872 CHF 26'530 CHF 94.74% 94.74%
14.05.2024 8.45% 0.12 CHF 0.13 CHF 2'000'000 200'000 2'000'000 200'000 227'658 CHF 24'766 CHF 99.16% 99.16%
13.05.2024 7.69% 0.13 CHF 0.14 CHF 2'000'000 200'000 2'000'000 200'000 250'582 CHF 27'058 CHF 98.53% 98.53%
10.05.2024 6.13% 0.14 CHF 0.15 CHF 2'000'000 200'000 2'000'000 200'000 316'841 CHF 33'684 CHF 99.17% 99.17%
08.05.2024 6.30% 0.14 CHF 0.15 CHF 2'000'000 200'000 2'000'000 200'000 311'646 CHF 33'165 CHF 99.17% 99.17%
07.05.2024 6.36% 0.18 CHF 0.19 CHF 2'000'000 200'000 1'999'920 200'000 306'582 CHF 32'660 CHF 97.90% 97.90%
06.05.2024 8.22% 0.12 CHF 0.13 CHF 2'000'000 200'000 2'000'000 232'778 233'923 CHF 29'457 CHF 99.17% 99.17%
03.05.2024 9.63% 0.10 CHF 0.11 CHF 2'000'000 250'000 2'000'000 249'550 199'077 CHF 27'326 CHF 99.17% 99.17%
02.05.2024 8.93% 0.10 CHF 0.11 CHF 2'000'000 250'000 2'000'000 242'297 215'888 CHF 28'440 CHF 99.15% 99.15%

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