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 6.13% 0.16 CHF 0.17 CHF 1'000'000 750'000 1'000'000 750'000 158'326 CHF 126'245 CHF 98.50% 98.50%
15.05.2024 6.83% 0.16 CHF 0.17 CHF 1'000'000 750'000 1'000'000 750'000 141'789 CHF 113'841 CHF 98.32% 98.32%
14.05.2024 6.48% 0.14 CHF 0.15 CHF 1'000'000 750'000 1'000'000 750'000 149'405 CHF 119'554 CHF 99.36% 99.36%
13.05.2024 6.38% 0.15 CHF 0.16 CHF 1'000'000 750'000 1'000'000 750'000 151'742 CHF 121'307 CHF 98.92% 98.92%
10.05.2024 6.47% 0.16 CHF 0.17 CHF 1'000'000 750'000 1'000'000 750'000 149'636 CHF 119'727 CHF 99.37% 99.37%
08.05.2024 7.68% 0.14 CHF 0.15 CHF 1'000'000 750'000 1'000'000 750'000 125'540 CHF 101'655 CHF 99.36% 99.36%
07.05.2024 9.37% 0.11 CHF 0.12 CHF 1'000'000 750'000 1'000'000 750'000 101'832 CHF 83'874 CHF 94.64% 94.64%
06.05.2024 8.49% 0.10 CHF 0.11 CHF 1'000'000 750'000 1'000'000 750'000 113'224 CHF 92'418 CHF 99.37% 99.37%
03.05.2024 8.64% 0.11 CHF 0.12 CHF 1'000'000 750'000 1'000'000 750'000 110'729 CHF 90'547 CHF 99.36% 99.36%
02.05.2024 8.78% 0.11 CHF 0.12 CHF 1'000'000 750'000 1'000'000 750'000 109'036 CHF 89'277 CHF 99.36% 99.36%

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