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 7.60% 0.12 CHF 0.13 CHF 1'000'000 500'000 1'000'000 500'000 126'799 CHF 68'400 CHF 99.00% 99.00%
14.05.2024 7.79% 0.14 CHF 0.15 CHF 1'000'000 500'000 1'000'000 500'000 123'848 CHF 66'924 CHF 99.33% 99.33%
13.05.2024 12.44% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 500'000 76'691 CHF 43'346 CHF 98.89% 98.89%
10.05.2024 10.24% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 93'408 CHF 51'704 CHF 99.51% 99.51%
08.05.2024 10.43% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 90'998 CHF 50'499 CHF 91.99% 91.99%
07.05.2024 9.68% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 98'448 CHF 54'224 CHF 99.17% 99.17%
06.05.2024 8.40% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 115'063 CHF 62'531 CHF 99.23% 99.23%
03.05.2024 7.87% 0.12 CHF 0.13 CHF 1'000'000 500'000 1'000'000 500'000 122'246 CHF 66'123 CHF 99.52% 99.52%
02.05.2024 11.64% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 500'000 82'094 CHF 46'047 CHF 94.52% 94.52%
30.04.2024 12.00% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 78'520 CHF 44'260 CHF 99.27% 99.27%

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