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 6.67% 0.14 CHF 0.15 CHF 1'000'000 500'000 1'000'000 500'000 145'046 CHF 77'523 CHF 99.27% 99.27%
15.05.2024 7.02% 0.15 CHF 0.16 CHF 1'000'000 500'000 1'000'000 500'000 137'801 CHF 73'901 CHF 99.14% 99.14%
14.05.2024 6.34% 0.14 CHF 0.15 CHF 1'000'000 500'000 1'000'000 500'000 153'078 CHF 81'539 CHF 98.68% 98.68%
13.05.2024 6.12% 0.15 CHF 0.16 CHF 1'000'000 500'000 1'000'000 500'000 158'600 CHF 84'300 CHF 98.45% 98.45%
10.05.2024 6.22% 0.17 CHF 0.18 CHF 1'000'000 500'000 1'000'000 500'000 155'935 CHF 82'967 CHF 98.49% 98.49%
08.05.2024 6.22% 0.16 CHF 0.17 CHF 1'000'000 500'000 1'000'000 500'000 156'057 CHF 83'028 CHF 98.81% 98.81%
07.05.2024 7.03% 0.14 CHF 0.15 CHF 1'000'000 500'000 1'000'000 500'000 137'386 CHF 73'693 CHF 98.94% 98.94%
06.05.2024 7.36% 0.14 CHF 0.15 CHF 1'000'000 500'000 1'000'000 500'000 131'032 CHF 70'516 CHF 98.69% 98.69%
03.05.2024 6.59% 0.15 CHF 0.16 CHF 1'000'000 500'000 1'000'000 500'000 146'833 CHF 78'417 CHF 98.95% 98.95%
02.05.2024 6.77% 0.15 CHF 0.16 CHF 1'000'000 500'000 1'000'000 500'000 142'882 CHF 76'441 CHF 98.71% 98.71%

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