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
15.05.2024 11.74% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 80'185 CHF 45'093 CHF 99.58% 99.58%
14.05.2024 11.76% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 80'054 CHF 45'027 CHF 99.56% 99.56%
13.05.2024 10.45% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 90'728 CHF 50'364 CHF 99.13% 99.13%
10.05.2024 13.33% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 70'000 CHF 40'000 CHF 99.56% 99.56%
08.05.2024 13.34% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 69'991 CHF 39'995 CHF 99.13% 99.13%
07.05.2024 11.87% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 79'315 CHF 44'657 CHF 99.60% 99.60%
06.05.2024 11.75% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 80'159 CHF 45'079 CHF 99.61% 99.61%
03.05.2024 10.71% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 88'551 CHF 49'275 CHF 99.39% 99.39%
02.05.2024 9.66% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 500'000 98'675 CHF 54'338 CHF 99.47% 99.47%
30.04.2024 10.28% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 93'246 CHF 51'623 CHF 96.07% 96.07%

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