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 5.73% 0.23 CHF 0.24 CHF 750'000 250'000 898'219 299'458 153'167 CHF 54'058 CHF 96.89% 96.89%
15.05.2024 9.04% 0.14 CHF 0.15 CHF 1'000'000 400'000 1'000'000 400'000 106'493 CHF 46'597 CHF 98.87% 98.87%
14.05.2024 11.61% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 81'305 CHF 45'652 CHF 98.52% 98.52%
13.05.2024 10.38% 0.10 CHF 0.11 CHF 1'000'000 400'000 1'000'000 491'522 91'486 CHF 49'811 CHF 98.17% 98.17%
10.05.2024 8.73% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 405'794 109'829 CHF 48'567 CHF 98.67% 98.67%
08.05.2024 7.68% 0.12 CHF 0.13 CHF 1'000'000 400'000 1'000'000 408'240 125'599 CHF 55'234 CHF 98.48% 98.48%
07.05.2024 6.82% 0.15 CHF 0.16 CHF 1'000'000 400'000 1'000'000 400'000 141'728 CHF 60'691 CHF 97.62% 97.62%
06.05.2024 7.38% 0.15 CHF 0.16 CHF 1'000'000 400'000 1'000'000 410'951 131'419 CHF 57'887 CHF 97.35% 97.35%
03.05.2024 10.74% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 88'664 CHF 49'332 CHF 96.84% 96.84%
02.05.2024 9.72% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 99'228 CHF 54'614 CHF 98.31% 98.31%

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