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 4.23% 0.24 CHF 0.25 CHF 1'000'000 150'000 1'000'000 150'000 231'280 CHF 36'192 CHF 99.27% 99.27%
15.05.2024 4.38% 0.23 CHF 0.24 CHF 1'000'000 150'000 1'000'000 150'000 223'395 CHF 35'009 CHF 99.08% 99.08%
14.05.2024 4.61% 0.23 CHF 0.24 CHF 1'000'000 150'000 1'000'000 150'000 212'586 CHF 33'388 CHF 99.27% 99.27%
13.05.2024 4.49% 0.20 CHF 0.21 CHF 1'000'000 150'000 1'000'000 150'000 217'866 CHF 34'180 CHF 98.81% 98.81%
10.05.2024 4.48% 0.22 CHF 0.23 CHF 1'000'000 150'000 1'000'000 150'000 218'382 CHF 34'257 CHF 99.27% 99.27%
08.05.2024 5.21% 0.22 CHF 0.23 CHF 1'000'000 150'000 1'000'000 150'000 188'306 CHF 29'746 CHF 99.27% 99.27%
07.05.2024 5.52% 0.18 CHF 0.19 CHF 1'000'000 150'000 1'000'000 150'000 176'301 CHF 27'945 CHF 99.27% 99.27%
06.05.2024 6.01% 0.15 CHF 0.16 CHF 1'000'000 150'000 1'000'000 150'000 161'430 CHF 25'715 CHF 99.27% 99.27%
03.05.2024 6.63% 0.15 CHF 0.16 CHF 1'000'000 150'000 1'000'000 150'000 146'056 CHF 23'409 CHF 99.15% 99.15%
02.05.2024 7.87% 0.12 CHF 0.13 CHF 1'000'000 150'000 1'000'000 150'000 122'237 CHF 19'836 CHF 99.19% 99.19%

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