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 9.79% 0.09 CHF 0.10 CHF 1'500'000 100'000 1'500'000 100'000 146'114 CHF 10'741 CHF 99.36% 99.36%
15.05.2024 9.27% 0.10 CHF 0.11 CHF 1'500'000 100'000 1'500'000 100'000 154'576 CHF 11'305 CHF 99.15% 99.15%
14.05.2024 8.80% 0.11 CHF 0.12 CHF 1'500'000 100'000 1'500'000 100'000 163'932 CHF 11'929 CHF 99.35% 99.35%
13.05.2024 9.72% 0.10 CHF 0.11 CHF 1'500'000 100'000 1'500'000 100'000 147'017 CHF 10'801 CHF 98.85% 98.85%
10.05.2024 10.41% 0.09 CHF 0.10 CHF 1'500'000 100'000 1'500'000 100'000 136'729 CHF 10'115 CHF 99.37% 99.37%
08.05.2024 12.47% 0.09 CHF 0.10 CHF 1'500'000 100'000 1'500'000 100'000 113'082 CHF 8'539 CHF 99.37% 99.37%
07.05.2024 14.95% 0.07 CHF 0.08 CHF 1'500'000 100'000 1'500'000 100'000 93'303 CHF 7'220 CHF 99.37% 99.37%
06.05.2024 13.81% 0.07 CHF 0.08 CHF 1'500'000 100'000 1'500'000 100'000 101'587 CHF 7'772 CHF 99.37% 99.37%
03.05.2024 15.12% 0.06 CHF 0.07 CHF 1'500'000 100'000 1'500'000 100'000 92'473 CHF 7'165 CHF 99.14% 99.14%
02.05.2024 18.45% 0.05 CHF 0.06 CHF 1'500'000 100'000 1'500'000 100'000 74'145 CHF 5'943 CHF 99.33% 99.33%

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