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 11.55% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 81'707 CHF 45'853 CHF 97.28% 97.28%
15.05.2024 9.49% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 493'426 102'175 CHF 55'299 CHF 99.47% 99.47%
14.05.2024 8.71% 0.11 CHF 0.12 CHF 1'000'000 500'000 1'000'000 498'434 109'886 CHF 59'755 CHF 98.87% 98.87%
13.05.2024 8.24% 0.12 CHF 0.13 CHF 1'000'000 400'000 1'000'000 427'957 116'582 CHF 53'988 CHF 98.80% 98.80%
10.05.2024 8.00% 0.12 CHF 0.13 CHF 1'000'000 500'000 1'000'000 406'389 120'033 CHF 52'833 CHF 99.44% 99.44%
08.05.2024 7.85% 0.13 CHF 0.14 CHF 1'000'000 400'000 1'000'000 400'000 122'604 CHF 53'042 CHF 99.65% 99.65%
07.05.2024 4.72% 0.12 CHF 0.13 CHF 1'000'000 400'000 937'529 344'601 212'136 CHF 79'402 CHF 98.56% 98.56%
06.05.2024 3.73% 0.28 CHF 0.29 CHF 900'000 300'000 900'000 300'000 237'223 CHF 82'074 CHF 99.74% 99.74%
03.05.2024 4.04% 0.24 CHF 0.25 CHF 900'000 300'000 900'000 300'000 218'443 CHF 75'814 CHF 99.39% 99.39%
02.05.2024 4.44% 0.23 CHF 0.24 CHF 900'000 300'000 900'817 300'817 198'427 CHF 69'265 CHF 99.56% 99.56%

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