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 2.70% 0.36 CHF 0.37 CHF 1'000'000 250'000 1'000'000 250'000 365'492 CHF 93'873 CHF 98.47% 98.47%
15.05.2024 2.99% 0.37 CHF 0.38 CHF 1'000'000 250'000 1'000'000 250'000 330'952 CHF 85'238 CHF 98.33% 98.33%
14.05.2024 3.73% 0.29 CHF 0.30 CHF 1'000'000 250'000 1'000'000 250'000 263'508 CHF 68'377 CHF 99.36% 99.36%
13.05.2024 3.51% 0.26 CHF 0.27 CHF 1'000'000 250'000 1'000'000 250'000 279'895 CHF 72'474 CHF 98.93% 98.93%
10.05.2024 3.44% 0.28 CHF 0.29 CHF 1'000'000 250'000 1'000'000 250'000 286'261 CHF 74'065 CHF 99.38% 99.38%
08.05.2024 3.52% 0.28 CHF 0.29 CHF 1'000'000 250'000 1'000'000 250'000 279'480 CHF 72'370 CHF 99.36% 99.36%
07.05.2024 3.86% 0.25 CHF 0.26 CHF 1'000'000 250'000 1'000'000 250'000 254'776 CHF 66'194 CHF 94.67% 94.67%
06.05.2024 7.43% 0.14 CHF 0.15 CHF 1'000'000 250'000 1'000'000 250'000 130'624 CHF 35'156 CHF 99.37% 99.37%
03.05.2024 11.34% 0.11 CHF 0.12 CHF 1'000'000 250'000 1'000'000 250'000 85'464 CHF 23'866 CHF 99.36% 99.36%
02.05.2024 15.26% 0.06 CHF 0.07 CHF 1'000'000 250'000 1'000'000 250'000 60'632 CHF 17'658 CHF 99.36% 99.36%

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