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 6.72% 0.16 CHF 0.17 CHF 1'000'000 400'000 1'000'000 482'177 143'967 CHF 74'066 CHF 97.28% 97.28%
15.05.2024 5.72% 0.14 CHF 0.15 CHF 1'000'000 500'000 1'000'000 418'152 171'292 CHF 75'249 CHF 99.44% 99.44%
14.05.2024 5.41% 0.18 CHF 0.19 CHF 1'000'000 400'000 1'000'000 400'000 179'727 CHF 75'891 CHF 98.88% 98.88%
13.05.2024 5.22% 0.19 CHF 0.20 CHF 1'000'000 400'000 1'000'000 400'000 186'541 CHF 78'616 CHF 98.76% 98.76%
10.05.2024 5.12% 0.19 CHF 0.20 CHF 1'000'000 400'000 1'000'000 400'000 190'169 CHF 80'068 CHF 99.46% 99.46%
08.05.2024 5.17% 0.19 CHF 0.20 CHF 1'000'000 400'000 1'000'000 400'000 188'656 CHF 79'463 CHF 99.59% 99.59%
07.05.2024 3.53% 0.19 CHF 0.20 CHF 1'000'000 400'000 934'703 334'703 274'651 CHF 99'836 CHF 98.53% 98.53%
06.05.2024 2.98% 0.35 CHF 0.36 CHF 900'000 300'000 900'000 300'000 297'901 CHF 102'300 CHF 99.59% 99.59%
03.05.2024 3.17% 0.31 CHF 0.32 CHF 900'000 300'000 900'000 300'000 279'581 CHF 96'194 CHF 99.72% 99.72%
02.05.2024 3.42% 0.30 CHF 0.31 CHF 900'000 300'000 900'000 300'000 258'605 CHF 89'202 CHF 99.58% 99.58%

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