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 17.23% 0.05 CHF 0.06 CHF 1'000'000 250'000 1'000'000 250'000 53'408 CHF 15'852 CHF 98.50% 98.50%
15.05.2024 17.37% 0.06 CHF 0.07 CHF 1'000'000 250'000 1'000'000 250'000 52'919 CHF 15'730 CHF 98.32% 98.32%
14.05.2024 15.12% 0.06 CHF 0.07 CHF 1'000'000 250'000 1'000'000 250'000 61'603 CHF 17'901 CHF 99.36% 99.36%
13.05.2024 17.21% 0.05 CHF 0.06 CHF 1'000'000 250'000 1'000'000 250'000 53'506 CHF 15'877 CHF 98.93% 98.93%
10.05.2024 13.53% 0.07 CHF 0.08 CHF 1'000'000 250'000 1'000'000 250'000 69'046 CHF 19'762 CHF 99.36% 99.36%
08.05.2024 14.21% 0.07 CHF 0.08 CHF 1'000'000 250'000 1'000'000 250'000 65'732 CHF 18'933 CHF 99.36% 99.36%
07.05.2024 17.28% 0.07 CHF 0.08 CHF 1'000'000 250'000 1'000'000 250'000 53'411 CHF 15'853 CHF 94.67% 94.67%
06.05.2024 16.02% 0.05 CHF 0.06 CHF 1'000'000 250'000 1'000'000 250'000 57'744 CHF 16'936 CHF 99.37% 99.37%
03.05.2024 17.21% 0.06 CHF 0.07 CHF 1'000'000 250'000 1'000'000 250'000 53'469 CHF 15'867 CHF 99.36% 99.36%
02.05.2024 18.50% 0.05 CHF 0.06 CHF 1'000'000 250'000 1'000'000 250'000 49'439 CHF 14'860 CHF 99.36% 99.36%

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