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
15.05.2024 14.02% 0.07 CHF 0.08 CHF 1'500'000 300'000 1'500'000 300'000 99'507 CHF 22'901 CHF 99.08% 99.08%
14.05.2024 14.69% 0.06 CHF 0.07 CHF 1'500'000 300'000 1'500'000 300'000 94'665 CHF 21'933 CHF 99.27% 99.27%
13.05.2024 13.86% 0.06 CHF 0.07 CHF 1'500'000 300'000 1'500'000 300'000 100'883 CHF 23'177 CHF 98.81% 98.81%
10.05.2024 14.94% 0.06 CHF 0.07 CHF 1'500'000 300'000 1'500'000 300'000 92'959 CHF 21'592 CHF 99.27% 99.27%
08.05.2024 16.50% 0.06 CHF 0.07 CHF 1'500'000 300'000 1'500'000 300'000 83'492 CHF 19'698 CHF 99.27% 99.27%
07.05.2024 16.35% 0.07 CHF 0.08 CHF 1'500'000 300'000 1'500'000 300'000 85'457 CHF 20'092 CHF 99.27% 99.27%
06.05.2024 19.54% 0.05 CHF 0.06 CHF 1'500'000 300'000 1'500'000 300'000 69'279 CHF 16'856 CHF 99.27% 99.27%
03.05.2024 18.61% 0.05 CHF 0.06 CHF 1'500'000 300'000 1'500'000 300'000 73'221 CHF 17'644 CHF 99.14% 99.14%
02.05.2024 21.19% 0.04 CHF 0.05 CHF 1'500'000 300'000 1'500'000 300'000 63'400 CHF 15'680 CHF 99.19% 99.19%
30.04.2024 25.04% 0.03 CHF 0.04 CHF 1'500'000 300'000 1'500'000 300'000 52'450 CHF 13'490 CHF 99.27% 99.27%

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