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 5.95% 0.15 CHF 0.16 CHF 1'000'000 400'000 1'000'000 400'000 164'253 CHF 69'701 CHF 98.93% 98.93%
15.05.2024 5.47% 0.18 CHF 0.19 CHF 1'000'000 400'000 1'000'000 399'981 178'362 CHF 75'342 CHF 98.77% 98.77%
14.05.2024 4.36% 0.19 CHF 0.20 CHF 1'000'000 400'000 986'630 386'618 222'733 CHF 90'915 CHF 98.42% 98.42%
13.05.2024 4.64% 0.22 CHF 0.23 CHF 1'000'000 400'000 1'000'000 399'894 210'822 CHF 88'305 CHF 94.83% 94.83%
10.05.2024 4.95% 0.19 CHF 0.20 CHF 1'000'000 400'000 1'000'000 400'000 197'320 CHF 82'928 CHF 99.04% 99.04%
08.05.2024 5.81% 0.17 CHF 0.18 CHF 1'000'000 400'000 1'000'000 400'000 167'250 CHF 70'900 CHF 98.67% 98.67%
07.05.2024 5.99% 0.18 CHF 0.19 CHF 1'000'000 400'000 999'883 402'146 162'031 CHF 69'164 CHF 98.85% 98.85%
06.05.2024 6.12% 0.15 CHF 0.16 CHF 1'000'000 500'000 1'000'000 433'526 158'686 CHF 72'940 CHF 98.89% 98.89%
03.05.2024 6.16% 0.16 CHF 0.17 CHF 1'000'000 400'000 1'000'000 458'098 157'820 CHF 76'553 CHF 99.12% 99.12%
02.05.2024 5.42% 0.16 CHF 0.17 CHF 1'000'000 500'000 999'977 416'258 179'806 CHF 78'831 CHF 99.10% 99.10%

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