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 4.70% 0.21 CHF 0.22 CHF 1'000'000 750'000 1'000'000 750'000 208'045 CHF 163'533 CHF 98.50% 98.50%
15.05.2024 5.17% 0.21 CHF 0.22 CHF 1'000'000 750'000 1'000'000 750'000 188'710 CHF 149'033 CHF 98.31% 98.31%
14.05.2024 4.91% 0.19 CHF 0.20 CHF 1'000'000 750'000 1'000'000 750'000 198'585 CHF 156'439 CHF 99.36% 99.36%
13.05.2024 4.86% 0.19 CHF 0.20 CHF 1'000'000 750'000 1'000'000 750'000 200'999 CHF 158'249 CHF 98.92% 98.92%
10.05.2024 4.94% 0.20 CHF 0.21 CHF 1'000'000 750'000 1'000'000 750'000 197'774 CHF 155'830 CHF 99.37% 99.37%
08.05.2024 5.74% 0.18 CHF 0.19 CHF 1'000'000 750'000 1'000'000 750'000 169'730 CHF 134'797 CHF 99.35% 99.35%
07.05.2024 6.83% 0.15 CHF 0.16 CHF 1'000'000 750'000 1'000'000 750'000 141'624 CHF 113'718 CHF 94.64% 94.64%
06.05.2024 6.29% 0.14 CHF 0.15 CHF 1'000'000 750'000 1'000'000 750'000 154'420 CHF 123'315 CHF 99.38% 99.38%
03.05.2024 6.40% 0.15 CHF 0.16 CHF 1'000'000 750'000 1'000'000 750'000 151'296 CHF 120'972 CHF 99.36% 99.36%
02.05.2024 6.51% 0.15 CHF 0.16 CHF 1'000'000 750'000 1'000'000 750'000 148'589 CHF 118'942 CHF 99.36% 99.36%

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