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 10.07% 0.10 CHF 0.11 CHF 1'000'000 150'000 1'000'000 150'000 95'719 CHF 15'858 CHF 99.36% 99.36%
15.05.2024 11.53% 0.07 CHF 0.08 CHF 1'000'000 150'000 1'000'000 150'000 82'338 CHF 13'851 CHF 99.11% 99.11%
14.05.2024 9.14% 0.10 CHF 0.11 CHF 1'000'000 150'000 1'000'000 150'000 105'226 CHF 17'284 CHF 99.36% 99.36%
13.05.2024 6.72% 0.13 CHF 0.14 CHF 1'000'000 150'000 1'000'000 150'000 145'244 CHF 23'287 CHF 98.90% 98.90%
10.05.2024 8.91% 0.14 CHF 0.15 CHF 1'000'000 150'000 999'884 150'000 108'373 CHF 17'758 CHF 99.35% 99.35%
08.05.2024 8.97% 0.10 CHF 0.11 CHF 1'000'000 150'000 999'888 150'000 107'067 CHF 17'562 CHF 99.36% 99.36%
07.05.2024 8.70% 0.11 CHF 0.12 CHF 1'000'000 150'000 1'000'000 150'000 110'105 CHF 18'016 CHF 99.37% 99.37%
06.05.2024 10.69% 0.09 CHF 0.10 CHF 1'000'000 150'000 999'999 150'000 88'976 CHF 14'846 CHF 99.36% 99.36%
03.05.2024 11.72% 0.09 CHF 0.10 CHF 1'000'000 150'000 999'990 150'000 81'061 CHF 13'659 CHF 99.18% 99.18%
02.05.2024 12.06% 0.08 CHF 0.09 CHF 1'000'000 150'000 999'988 150'000 79'079 CHF 13'362 CHF 98.75% 98.75%

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