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
14.05.2024 6.82% 0.15 CHF 0.16 CHF 1'000'000 150'000 1'000'000 150'000 141'657 CHF 22'749 CHF 99.36% 99.36%
13.05.2024 7.60% 0.13 CHF 0.14 CHF 1'000'000 150'000 1'000'000 150'000 126'910 CHF 20'537 CHF 98.93% 98.93%
10.05.2024 7.09% 0.15 CHF 0.16 CHF 1'000'000 150'000 1'000'000 150'000 136'721 CHF 22'008 CHF 99.38% 99.38%
08.05.2024 8.46% 0.12 CHF 0.13 CHF 1'000'000 150'000 1'000'000 150'000 113'536 CHF 18'530 CHF 99.35% 99.35%
07.05.2024 10.45% 0.11 CHF 0.12 CHF 1'000'000 150'000 1'000'000 192'325 91'471 CHF 19'415 CHF 94.70% 94.70%
06.05.2024 8.68% 0.12 CHF 0.13 CHF 1'000'000 150'000 1'000'000 156'764 110'431 CHF 18'839 CHF 99.36% 99.36%
03.05.2024 9.19% 0.10 CHF 0.11 CHF 1'000'000 200'000 1'000'000 193'639 104'086 CHF 22'046 CHF 99.36% 99.36%
02.05.2024 10.17% 0.09 CHF 0.10 CHF 1'000'000 200'000 1'000'000 200'000 93'536 CHF 20'707 CHF 99.36% 99.36%
30.04.2024 10.93% 0.09 CHF 0.10 CHF 1'000'000 200'000 1'000'000 202'603 87'193 CHF 19'647 CHF 99.37% 99.37%
29.04.2024 13.63% 0.07 CHF 0.08 CHF 1'000'000 250'000 1'000'000 238'528 68'604 CHF 18'724 CHF 99.36% 99.36%

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