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 5.80% 0.18 CHF 0.19 CHF 1'000'000 400'000 1'000'000 400'000 167'641 CHF 71'057 CHF 99.24% 99.24%
15.05.2024 5.07% 0.17 CHF 0.18 CHF 1'000'000 400'000 1'000'000 400'000 193'475 CHF 81'390 CHF 99.12% 99.12%
14.05.2024 5.94% 0.21 CHF 0.22 CHF 1'000'000 400'000 1'000'000 403'538 164'288 CHF 70'281 CHF 98.61% 98.61%
13.05.2024 6.80% 0.16 CHF 0.17 CHF 1'000'000 400'000 1'000'000 480'586 143'124 CHF 73'134 CHF 98.52% 98.52%
10.05.2024 5.95% 0.14 CHF 0.15 CHF 1'000'000 500'000 1'000'000 418'195 163'823 CHF 72'359 CHF 98.25% 98.25%
08.05.2024 5.26% 0.18 CHF 0.19 CHF 1'000'000 400'000 1'000'000 400'000 186'552 CHF 78'621 CHF 98.38% 98.38%
07.05.2024 4.15% 0.22 CHF 0.23 CHF 1'000'000 400'000 1'000'000 400'000 236'774 CHF 98'709 CHF 98.99% 98.99%
06.05.2024 3.95% 0.24 CHF 0.25 CHF 1'000'000 400'000 1'000'000 400'000 248'373 CHF 103'349 CHF 98.82% 98.82%
03.05.2024 4.25% 0.22 CHF 0.23 CHF 1'000'000 400'000 1'000'000 400'000 230'872 CHF 96'349 CHF 98.52% 98.52%
02.05.2024 3.93% 0.23 CHF 0.24 CHF 1'000'000 400'000 1'000'000 400'000 250'629 CHF 104'252 CHF 98.71% 98.71%

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