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 12.59% 0.07 CHF 0.08 CHF 1'500'000 200'000 1'500'000 200'000 111'882 CHF 16'918 CHF 98.47% 98.47%
15.05.2024 11.44% 0.08 CHF 0.09 CHF 1'500'000 200'000 1'500'000 200'000 123'916 CHF 18'522 CHF 98.33% 98.33%
14.05.2024 11.42% 0.09 CHF 0.10 CHF 1'500'000 200'000 1'500'000 200'000 124'264 CHF 18'569 CHF 99.36% 99.36%
13.05.2024 14.86% 0.07 CHF 0.08 CHF 1'500'000 200'000 1'500'000 236'309 93'654 CHF 17'074 CHF 98.94% 98.94%
10.05.2024 15.52% 0.05 CHF 0.06 CHF 1'500'000 250'000 1'500'000 236'524 91'150 CHF 16'565 CHF 99.37% 99.37%
08.05.2024 14.56% 0.08 CHF 0.09 CHF 1'500'000 200'000 1'500'000 240'444 96'076 CHF 17'732 CHF 99.35% 99.35%
07.05.2024 13.96% 0.06 CHF 0.07 CHF 1'500'000 250'000 1'500'000 248'289 100'586 CHF 19'111 CHF 94.72% 94.72%
06.05.2024 48.75% 0.02 CHF 0.03 CHF 1'500'000 250'000 1'500'000 250'000 23'334 CHF 6'389 CHF 99.37% 99.37%
03.05.2024 39.31% 0.02 CHF 0.03 CHF 1'500'000 250'000 1'500'000 250'000 31'045 CHF 7'674 CHF 99.36% 99.36%
02.05.2024 55.28% 0.01 CHF 0.02 CHF 1'500'000 250'000 1'500'000 250'000 19'660 CHF 5'777 CHF 99.36% 99.36%

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