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 9.89% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 500'000 96'395 CHF 53'198 CHF 99.20% 99.20%
15.05.2024 10.67% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 88'836 CHF 49'418 CHF 98.42% 98.42%
14.05.2024 10.66% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 88'932 CHF 49'466 CHF 98.01% 98.01%
13.05.2024 10.57% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 89'641 CHF 49'821 CHF 99.38% 99.38%
10.05.2024 9.71% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 98'177 CHF 54'088 CHF 98.56% 98.56%
08.05.2024 11.65% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 80'955 CHF 45'478 CHF 99.37% 99.37%
07.05.2024 10.63% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 89'169 CHF 49'584 CHF 99.38% 99.38%
06.05.2024 10.36% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 500'000 91'651 CHF 50'825 CHF 99.41% 99.41%
03.05.2024 10.76% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 88'110 CHF 49'055 CHF 99.21% 99.21%
02.05.2024 9.57% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 99'519 CHF 54'759 CHF 99.37% 99.37%

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