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
08.05.2024 8.57% 0.11 CHF 0.12 CHF 1'500'000 250'000 1'500'000 250'000 167'820 CHF 30'470 CHF 99.36% 99.36%
07.05.2024 7.87% 0.13 CHF 0.14 CHF 1'500'000 250'000 1'500'000 250'000 183'391 CHF 33'065 CHF 99.38% 99.38%
06.05.2024 8.69% 0.11 CHF 0.12 CHF 1'500'000 250'000 1'500'000 250'000 165'876 CHF 30'146 CHF 99.36% 99.36%
03.05.2024 8.54% 0.11 CHF 0.12 CHF 1'500'000 250'000 1'500'000 250'000 168'527 CHF 30'588 CHF 99.13% 99.13%
02.05.2024 10.55% 0.08 CHF 0.09 CHF 1'500'000 250'000 1'500'000 250'000 135'144 CHF 25'024 CHF 99.34% 99.34%
30.04.2024 11.89% 0.08 CHF 0.09 CHF 1'500'000 250'000 1'500'000 250'000 118'904 CHF 22'317 CHF 99.23% 99.23%
29.04.2024 12.13% 0.09 CHF 0.10 CHF 1'500'000 250'000 1'500'000 250'000 116'950 CHF 21'992 CHF 99.17% 99.17%
26.04.2024 11.82% 0.06 CHF 0.07 CHF 1'500'000 250'000 1'500'000 250'000 121'696 CHF 22'783 CHF 99.36% 99.36%
25.04.2024 11.71% 0.08 CHF 0.09 CHF 1'500'000 250'000 1'500'000 250'000 121'598 CHF 22'766 CHF 98.41% 98.41%
24.04.2024 11.91% 0.08 CHF 0.09 CHF 1'500'000 250'000 1'500'000 250'000 119'132 CHF 22'355 CHF 99.36% 99.36%

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