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 9.62% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 500'000 99'073 CHF 54'537 CHF 96.42% 96.42%
15.05.2024 8.33% 0.11 CHF 0.12 CHF 1'000'000 500'000 1'000'000 500'000 115'195 CHF 62'597 CHF 98.73% 98.73%
14.05.2024 8.43% 0.12 CHF 0.13 CHF 1'000'000 500'000 1'000'000 500'000 114'022 CHF 62'011 CHF 98.46% 98.46%
13.05.2024 10.53% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 89'986 CHF 49'993 CHF 94.67% 94.67%
10.05.2024 11.70% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 80'525 CHF 45'262 CHF 98.16% 98.16%
08.05.2024 11.76% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 80'000 CHF 45'000 CHF 96.59% 96.59%
07.05.2024 10.93% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 86'703 CHF 48'352 CHF 97.57% 97.57%
06.05.2024 11.56% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 81'692 CHF 45'846 CHF 98.55% 98.55%
03.05.2024 11.98% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 78'610 CHF 44'305 CHF 98.75% 98.75%
02.05.2024 12.99% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 72'197 CHF 41'098 CHF 98.05% 98.05%

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