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 4.28% 0.23 CHF 0.24 CHF 1'000'000 400'000 1'000'000 400'000 228'721 CHF 95'488 CHF 98.50% 98.50%
15.05.2024 4.94% 0.23 CHF 0.24 CHF 1'000'000 400'000 1'000'000 400'000 198'280 CHF 83'312 CHF 98.32% 98.32%
14.05.2024 4.61% 0.20 CHF 0.21 CHF 1'000'000 400'000 1'000'000 400'000 211'926 CHF 88'770 CHF 99.36% 99.36%
13.05.2024 4.53% 0.21 CHF 0.22 CHF 1'000'000 400'000 1'000'000 400'000 215'818 CHF 90'327 CHF 98.92% 98.92%
10.05.2024 4.67% 0.22 CHF 0.23 CHF 1'000'000 400'000 1'000'000 400'000 209'532 CHF 87'813 CHF 99.37% 99.37%
08.05.2024 5.94% 0.19 CHF 0.20 CHF 1'000'000 400'000 1'000'000 485'238 164'262 CHF 84'203 CHF 99.35% 99.35%
07.05.2024 7.88% 0.13 CHF 0.14 CHF 1'000'000 500'000 1'000'000 690'386 122'112 CHF 90'735 CHF 94.62% 94.62%
06.05.2024 6.68% 0.12 CHF 0.13 CHF 1'000'000 750'000 1'000'000 537'837 145'733 CHF 82'982 CHF 99.37% 99.37%
03.05.2024 6.84% 0.13 CHF 0.14 CHF 1'000'000 500'000 1'000'000 500'000 141'294 CHF 75'647 CHF 99.36% 99.36%
02.05.2024 7.03% 0.13 CHF 0.14 CHF 1'000'000 500'000 1'000'000 543'536 137'310 CHF 79'750 CHF 99.37% 99.37%

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