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 14.79% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 62'935 CHF 36'467 CHF 98.70% 98.70%
15.05.2024 11.52% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 82'838 CHF 46'419 CHF 99.08% 99.08%
14.05.2024 14.62% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 64'170 CHF 37'085 CHF 98.82% 98.82%
13.05.2024 17.43% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 52'983 CHF 31'492 CHF 98.59% 98.59%
10.05.2024 14.16% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 66'303 CHF 38'152 CHF 97.74% 97.74%
08.05.2024 11.57% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 82'518 CHF 46'259 CHF 98.91% 98.91%
07.05.2024 8.07% 0.11 CHF 0.12 CHF 1'000'000 500'000 1'000'000 500'000 119'788 CHF 64'894 CHF 99.41% 99.41%
06.05.2024 7.54% 0.13 CHF 0.14 CHF 1'000'000 500'000 1'000'000 500'000 128'074 CHF 69'037 CHF 98.91% 98.91%
03.05.2024 8.17% 0.11 CHF 0.12 CHF 1'000'000 500'000 1'000'000 500'000 117'856 CHF 63'928 CHF 98.15% 98.15%
02.05.2024 7.22% 0.12 CHF 0.13 CHF 1'000'000 500'000 1'000'000 500'000 134'684 CHF 72'342 CHF 99.08% 99.08%

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