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 2.47% 0.39 CHF 0.40 CHF 750'000 250'000 750'000 250'000 299'911 CHF 102'470 CHF 98.49% 98.49%
15.05.2024 3.95% 0.26 CHF 0.27 CHF 900'000 300'000 900'000 300'000 223'510 CHF 77'504 CHF 98.31% 98.31%
14.05.2024 4.83% 0.22 CHF 0.23 CHF 1'000'000 400'000 1'000'000 400'000 202'412 CHF 84'965 CHF 99.37% 99.37%
13.05.2024 3.93% 0.27 CHF 0.28 CHF 900'000 300'000 901'545 301'565 225'519 CHF 78'432 CHF 98.92% 98.92%
10.05.2024 4.06% 0.24 CHF 0.25 CHF 900'000 300'000 904'899 304'899 218'537 CHF 76'646 CHF 99.36% 99.36%
08.05.2024 5.16% 0.19 CHF 0.20 CHF 1'000'000 400'000 1'000'000 400'000 188'939 CHF 79'576 CHF 99.35% 99.35%
07.05.2024 5.77% 0.18 CHF 0.19 CHF 1'000'000 400'000 1'000'000 400'000 168'577 CHF 71'431 CHF 94.64% 94.64%
06.05.2024 6.46% 0.16 CHF 0.17 CHF 1'000'000 400'000 1'000'000 408'729 150'202 CHF 65'379 CHF 99.37% 99.37%
03.05.2024 7.69% 0.14 CHF 0.15 CHF 1'000'000 500'000 1'000'000 489'958 126'287 CHF 66'571 CHF 99.36% 99.36%
02.05.2024 6.32% 0.11 CHF 0.12 CHF 1'000'000 500'000 1'000'000 426'025 155'773 CHF 69'917 CHF 99.36% 99.36%

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