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 10.84% 0.08 CHF 0.09 CHF 1'000'000 250'000 1'000'000 249'538 87'480 CHF 24'324 CHF 98.48% 98.48%
15.05.2024 11.45% 0.09 CHF 0.10 CHF 1'000'000 250'000 1'000'000 248'777 82'734 CHF 23'049 CHF 98.33% 98.33%
14.05.2024 10.82% 0.10 CHF 0.11 CHF 1'000'000 250'000 1'000'000 247'947 88'259 CHF 24'339 CHF 99.37% 99.37%
13.05.2024 14.07% 0.07 CHF 0.08 CHF 1'000'000 250'000 1'000'000 250'000 66'395 CHF 19'099 CHF 98.93% 98.93%
10.05.2024 14.11% 0.07 CHF 0.08 CHF 1'000'000 250'000 1'000'000 250'000 66'214 CHF 19'054 CHF 99.37% 99.37%
08.05.2024 17.42% 0.05 CHF 0.06 CHF 1'000'000 250'000 1'000'000 250'000 52'734 CHF 15'684 CHF 99.35% 99.35%
07.05.2024 18.92% 0.05 CHF 0.06 CHF 1'000'000 250'000 1'000'000 250'000 48'313 CHF 14'578 CHF 94.73% 94.73%
06.05.2024 18.30% 0.05 CHF 0.06 CHF 1'000'000 250'000 1'000'000 250'000 49'702 CHF 14'926 CHF 99.36% 99.36%
03.05.2024 19.52% 0.05 CHF 0.06 CHF 1'000'000 250'000 1'000'000 250'000 46'803 CHF 14'201 CHF 99.36% 99.36%
02.05.2024 24.60% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 36'262 CHF 11'566 CHF 99.36% 99.36%

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