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
17.05.2024 6.32% 0.14 CHF 0.15 CHF 1'000'000 500'000 1'000'000 500'000 153'571 CHF 81'785 CHF 98.67% 98.67%
16.05.2024 9.10% 0.15 CHF 0.16 CHF 1'000'000 500'000 1'000'000 500'000 106'158 CHF 58'079 CHF 98.41% 98.41%
15.05.2024 7.09% 0.11 CHF 0.12 CHF 1'000'000 500'000 1'000'000 500'000 137'505 CHF 73'753 CHF 97.58% 97.58%
14.05.2024 5.48% 0.15 CHF 0.16 CHF 1'000'000 500'000 1'000'000 500'000 178'171 CHF 94'086 CHF 96.95% 96.95%
13.05.2024 6.62% 0.16 CHF 0.17 CHF 1'000'000 500'000 1'000'000 500'000 146'330 CHF 78'165 CHF 98.58% 98.58%
10.05.2024 7.27% 0.16 CHF 0.17 CHF 1'000'000 500'000 1'000'000 500'000 133'003 CHF 71'501 CHF 91.61% 91.61%
08.05.2024 6.19% 0.15 CHF 0.16 CHF 1'000'000 500'000 1'000'000 500'000 156'830 CHF 83'415 CHF 98.39% 98.39%
07.05.2024 8.16% 0.13 CHF 0.14 CHF 1'000'000 500'000 1'000'000 500'000 117'941 CHF 63'970 CHF 98.67% 98.67%
06.05.2024 8.24% 0.12 CHF 0.13 CHF 1'000'000 500'000 1'000'000 500'000 116'639 CHF 63'320 CHF 99.00% 99.00%
03.05.2024 5.43% 0.16 CHF 0.17 CHF 1'000'000 500'000 1'000'000 500'000 180'724 CHF 95'362 CHF 96.44% 96.44%

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