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 10.17% 0.10 CHF 0.11 CHF 1'500'000 250'000 1'500'000 250'000 140'511 CHF 25'919 CHF 99.27% 99.27%
15.05.2024 13.14% 0.07 CHF 0.08 CHF 1'500'000 250'000 1'500'000 250'000 106'844 CHF 20'307 CHF 99.08% 99.08%
14.05.2024 15.34% 0.07 CHF 0.08 CHF 1'500'000 250'000 1'500'000 250'000 91'500 CHF 17'750 CHF 99.27% 99.27%
13.05.2024 16.35% 0.06 CHF 0.07 CHF 1'500'000 250'000 1'500'000 250'000 84'797 CHF 16'633 CHF 98.81% 98.81%
10.05.2024 17.81% 0.05 CHF 0.06 CHF 1'500'000 250'000 1'500'000 250'000 77'021 CHF 15'337 CHF 99.27% 99.27%
08.05.2024 20.37% 0.05 CHF 0.06 CHF 1'500'000 250'000 1'500'000 250'000 66'957 CHF 13'659 CHF 99.27% 99.27%
07.05.2024 22.70% 0.04 CHF 0.05 CHF 1'500'000 250'000 1'500'000 250'000 58'875 CHF 12'312 CHF 99.27% 99.27%
06.05.2024 22.90% 0.03 CHF 0.04 CHF 1'500'000 250'000 1'500'000 250'000 58'603 CHF 12'267 CHF 99.27% 99.27%
03.05.2024 29.31% 0.04 CHF 0.05 CHF 1'500'000 250'000 1'500'000 250'000 44'518 CHF 9'920 CHF 99.15% 99.15%
02.05.2024 29.74% 0.02 CHF 0.03 CHF 1'500'000 250'000 1'500'000 250'000 43'472 CHF 9'745 CHF 99.19% 99.19%

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