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
14.05.2024 10.85% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 500'000 87'833 CHF 48'917 CHF 99.32% 99.32%
13.05.2024 17.22% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 53'893 CHF 31'946 CHF 98.89% 98.89%
10.05.2024 14.26% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 65'534 CHF 37'767 CHF 99.50% 99.50%
08.05.2024 15.07% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 61'521 CHF 35'760 CHF 91.99% 91.99%
07.05.2024 13.63% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 68'567 CHF 39'284 CHF 99.14% 99.14%
06.05.2024 11.35% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 84'103 CHF 47'051 CHF 99.24% 99.24%
03.05.2024 10.47% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 90'620 CHF 50'310 CHF 99.49% 99.49%
02.05.2024 15.63% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 59'898 CHF 34'949 CHF 94.48% 94.48%
30.04.2024 16.02% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 57'740 CHF 33'870 CHF 99.35% 99.35%
29.04.2024 17.79% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 51'432 CHF 30'716 CHF 98.47% 98.47%

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