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 7.99% 0.17 CHF 0.18 CHF 1'000'000 500'000 1'000'000 500'000 121'563 CHF 65'781 CHF 96.66% 96.66%
15.05.2024 9.49% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 500'000 100'423 CHF 55'212 CHF 99.53% 99.53%
14.05.2024 7.67% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 132'728 CHF 71'364 CHF 93.89% 93.89%
13.05.2024 6.38% 0.16 CHF 0.17 CHF 1'000'000 500'000 1'000'000 500'000 151'850 CHF 80'925 CHF 99.04% 99.04%
10.05.2024 8.27% 0.12 CHF 0.13 CHF 1'000'000 500'000 1'000'000 500'000 116'053 CHF 63'027 CHF 99.57% 99.57%
08.05.2024 10.32% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 500'000 92'066 CHF 51'033 CHF 98.23% 98.23%
07.05.2024 8.77% 0.11 CHF 0.12 CHF 1'000'000 500'000 1'000'000 500'000 109'059 CHF 59'529 CHF 98.44% 98.44%
06.05.2024 7.45% 0.13 CHF 0.14 CHF 1'000'000 500'000 1'000'000 500'000 129'320 CHF 69'660 CHF 99.74% 99.74%
03.05.2024 7.45% 0.12 CHF 0.13 CHF 1'000'000 500'000 1'000'000 500'000 129'456 CHF 69'728 CHF 95.42% 95.42%
02.05.2024 10.37% 0.11 CHF 0.12 CHF 1'000'000 500'000 1'000'000 500'000 91'688 CHF 50'844 CHF 96.83% 96.83%

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