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
21.05.2024 12.20% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 77'306 CHF 43'653 CHF 96.05% 96.05%
17.05.2024 12.52% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 75'186 CHF 42'593 CHF 98.44% 98.44%
16.05.2024 9.18% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 104'422 CHF 57'211 CHF 98.89% 98.89%
15.05.2024 9.65% 0.11 CHF 0.12 CHF 1'000'000 500'000 1'000'000 500'000 98'967 CHF 54'484 CHF 99.07% 99.07%
14.05.2024 10.18% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 93'470 CHF 51'735 CHF 98.74% 98.74%
13.05.2024 9.43% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 500'000 101'080 CHF 55'540 CHF 94.92% 94.92%
10.05.2024 8.91% 0.11 CHF 0.12 CHF 1'000'000 500'000 1'000'000 500'000 107'472 CHF 58'736 CHF 98.81% 98.81%
08.05.2024 12.17% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 77'763 CHF 43'882 CHF 98.73% 98.73%
07.05.2024 11.27% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 85'490 CHF 47'745 CHF 98.14% 98.14%
06.05.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'004 CHF 20'002 CHF 98.76% 98.76%

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