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 4.82% 0.20 CHF 0.21 CHF 1'000'000 250'000 1'000'000 250'000 202'590 CHF 53'148 CHF 98.48% 98.48%
15.05.2024 5.00% 0.20 CHF 0.21 CHF 1'000'000 250'000 1'000'000 250'000 195'088 CHF 51'272 CHF 98.33% 98.33%
14.05.2024 4.68% 0.22 CHF 0.23 CHF 1'000'000 250'000 1'000'000 250'000 209'183 CHF 54'796 CHF 99.36% 99.36%
13.05.2024 5.39% 0.18 CHF 0.19 CHF 1'000'000 250'000 1'000'000 250'000 180'605 CHF 47'651 CHF 98.93% 98.93%
10.05.2024 5.47% 0.18 CHF 0.19 CHF 1'000'000 250'000 1'000'000 250'000 178'020 CHF 47'005 CHF 99.37% 99.37%
08.05.2024 6.04% 0.16 CHF 0.17 CHF 1'000'000 250'000 1'000'000 250'000 160'947 CHF 42'737 CHF 99.35% 99.35%
07.05.2024 6.22% 0.16 CHF 0.17 CHF 1'000'000 250'000 1'000'000 250'000 155'935 CHF 41'484 CHF 94.73% 94.73%
06.05.2024 6.15% 0.16 CHF 0.17 CHF 1'000'000 250'000 1'000'000 250'000 157'747 CHF 41'937 CHF 99.36% 99.36%
03.05.2024 6.28% 0.16 CHF 0.17 CHF 1'000'000 250'000 1'000'000 250'000 154'463 CHF 41'116 CHF 99.36% 99.36%
02.05.2024 7.06% 0.13 CHF 0.14 CHF 1'000'000 250'000 1'000'000 250'000 136'849 CHF 36'712 CHF 99.36% 99.36%

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