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 2.62% 0.38 CHF 0.39 CHF 900'000 300'000 900'000 300'000 339'189 CHF 116'063 CHF 99.37% 99.37%
15.05.2024 2.76% 0.37 CHF 0.38 CHF 900'000 300'000 900'000 300'000 321'565 CHF 110'188 CHF 99.53% 99.53%
14.05.2024 3.03% 0.33 CHF 0.34 CHF 900'000 300'000 900'000 300'000 292'509 CHF 100'503 CHF 99.36% 99.36%
13.05.2024 3.19% 0.32 CHF 0.33 CHF 900'000 300'000 911'332 311'332 281'902 CHF 99'218 CHF 98.79% 98.79%
10.05.2024 3.89% 0.26 CHF 0.27 CHF 1'000'000 400'000 1'000'000 400'000 253'281 CHF 105'313 CHF 99.37% 99.37%
08.05.2024 4.99% 0.19 CHF 0.20 CHF 1'000'000 400'000 999'973 400'000 195'766 CHF 82'309 CHF 99.37% 99.37%
07.05.2024 5.93% 0.16 CHF 0.17 CHF 1'000'000 500'000 1'000'000 499'151 163'907 CHF 86'792 CHF 98.15% 98.15%
06.05.2024 5.44% 0.18 CHF 0.19 CHF 1'000'000 400'000 1'000'000 434'813 178'943 CHF 82'078 CHF 99.37% 99.37%
03.05.2024 5.41% 0.17 CHF 0.18 CHF 1'000'000 500'000 1'000'000 413'362 179'910 CHF 78'444 CHF 99.35% 99.35%
02.05.2024 5.59% 0.17 CHF 0.18 CHF 1'000'000 500'000 1'000'000 486'893 174'131 CHF 89'575 CHF 99.34% 99.34%

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