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 4.67% 0.20 CHF 0.21 CHF 1'500'000 250'000 1'500'000 250'000 313'623 CHF 54'771 CHF 98.48% 98.48%
15.05.2024 5.31% 0.21 CHF 0.22 CHF 1'500'000 250'000 1'500'000 250'000 277'019 CHF 48'670 CHF 98.33% 98.33%
14.05.2024 7.06% 0.16 CHF 0.17 CHF 1'500'000 250'000 1'500'000 250'000 205'736 CHF 36'789 CHF 99.36% 99.36%
13.05.2024 6.38% 0.14 CHF 0.15 CHF 1'500'000 250'000 1'500'000 250'000 227'974 CHF 40'496 CHF 98.93% 98.93%
10.05.2024 6.16% 0.15 CHF 0.16 CHF 1'500'000 250'000 1'500'000 250'000 236'865 CHF 41'977 CHF 99.38% 99.38%
08.05.2024 6.28% 0.15 CHF 0.16 CHF 1'500'000 250'000 1'500'000 250'000 232'497 CHF 41'250 CHF 99.37% 99.37%
07.05.2024 6.66% 0.13 CHF 0.14 CHF 1'500'000 250'000 1'500'000 250'000 219'091 CHF 39'015 CHF 94.67% 94.67%
06.05.2024 14.51% 0.07 CHF 0.08 CHF 1'500'000 250'000 1'500'000 250'000 97'267 CHF 18'711 CHF 99.37% 99.37%
03.05.2024 22.44% 0.05 CHF 0.06 CHF 1'500'000 250'000 1'500'000 250'000 61'366 CHF 12'728 CHF 99.37% 99.37%
02.05.2024 28.60% 0.03 CHF 0.04 CHF 1'500'000 250'000 1'500'000 250'000 44'966 CHF 9'994 CHF 99.36% 99.36%

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