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 5.30% 0.19 CHF 0.20 CHF 900'000 300'000 900'000 300'000 165'331 CHF 58'110 CHF 97.60% 97.60%
14.05.2024 5.65% 0.18 CHF 0.19 CHF 900'000 300'000 900'000 300'000 154'898 CHF 54'633 CHF 93.96% 93.96%
13.05.2024 6.17% 0.16 CHF 0.17 CHF 900'000 300'000 958'532 358'532 150'480 CHF 59'796 CHF 91.97% 91.97%
10.05.2024 6.63% 0.15 CHF 0.16 CHF 1'000'000 400'000 1'000'000 400'000 145'918 CHF 62'367 CHF 96.28% 96.28%
08.05.2024 6.68% 0.13 CHF 0.14 CHF 1'000'000 400'000 1'000'000 400'000 144'995 CHF 61'998 CHF 98.96% 98.96%
07.05.2024 11.58% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 81'572 CHF 45'786 CHF 99.58% 99.58%
06.05.2024 11.98% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 78'940 CHF 44'470 CHF 97.30% 97.30%
03.05.2024 12.35% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 76'255 CHF 43'128 CHF 99.26% 99.26%
02.05.2024 13.26% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 70'460 CHF 40'230 CHF 99.46% 99.46%
30.04.2024 10.74% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 88'338 CHF 49'169 CHF 99.41% 99.41%

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