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
15.05.2024 18.36% 0.05 CHF 0.06 CHF 1'000'000 1'000'000 960'979 960'979 59'550 CHF 69'388 CHF 99.53% 99.53%
14.05.2024 12.10% 0.07 CHF 0.08 CHF 1'000'000 1'000'000 1'000'000 1'000'000 77'773 CHF 87'773 CHF 99.83% 99.83%
13.05.2024 11.44% 0.08 CHF 0.09 CHF 1'000'000 1'000'000 1'000'000 1'000'000 82'462 CHF 92'462 CHF 100.00% 100.00%
10.05.2024 12.25% 0.09 CHF 0.10 CHF 1'000'000 1'000'000 1'000'000 1'000'000 76'726 CHF 86'726 CHF 100.00% 100.00%
08.05.2024 9.75% 0.10 CHF 0.11 CHF 1'000'000 1'000'000 999'851 999'851 97'780 CHF 107'780 CHF 99.41% 99.41%
07.05.2024 7.63% 0.10 CHF 0.11 CHF 1'000'000 1'000'000 999'070 999'070 126'857 CHF 136'857 CHF 100.00% 100.00%
06.05.2024 5.84% 0.15 CHF 0.16 CHF 1'000'000 1'000'000 1'000'000 1'000'000 167'719 CHF 177'719 CHF 99.75% 99.75%
03.05.2024 4.57% 0.22 CHF 0.23 CHF 1'000'000 1'000'000 987'487 987'487 220'789 CHF 230'747 CHF 99.22% 99.22%
02.05.2024 3.81% 0.27 CHF 0.28 CHF 1'000'000 1'000'000 1'000'000 1'000'000 257'981 CHF 267'981 CHF 98.84% 98.84%
30.04.2024 4.24% 0.28 CHF 0.28 CHF 1'000'000 1'000'000 999'401 999'401 231'374 CHF 241'374 CHF 99.73% 99.73%

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