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 8.80% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 500'000 108'841 CHF 59'421 CHF 99.01% 99.01%
14.05.2024 9.20% 0.12 CHF 0.13 CHF 1'000'000 500'000 1'000'000 500'000 104'198 CHF 57'099 CHF 99.29% 99.29%
13.05.2024 12.86% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 73'290 CHF 41'645 CHF 98.90% 98.90%
10.05.2024 11.13% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 85'204 CHF 47'602 CHF 99.52% 99.52%
08.05.2024 11.73% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 80'280 CHF 45'140 CHF 91.92% 91.92%
07.05.2024 10.72% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 88'457 CHF 49'228 CHF 99.18% 99.18%
06.05.2024 9.50% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 101'059 CHF 55'530 CHF 99.17% 99.17%
03.05.2024 8.72% 0.11 CHF 0.12 CHF 1'000'000 500'000 1'000'000 500'000 109'697 CHF 59'849 CHF 99.49% 99.49%
02.05.2024 12.78% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 74'045 CHF 42'022 CHF 94.53% 94.53%
30.04.2024 12.72% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 73'900 CHF 41'950 CHF 79.50% 99.30%

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