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
08.05.2024 11.76% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 80'021 CHF 45'011 CHF 99.37% 99.37%
07.05.2024 14.80% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 62'828 CHF 36'414 CHF 99.41% 99.41%
06.05.2024 13.47% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 69'344 CHF 39'672 CHF 99.42% 99.42%
03.05.2024 13.31% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 70'142 CHF 40'071 CHF 99.35% 99.35%
02.05.2024 13.11% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 71'444 CHF 40'722 CHF 99.37% 99.37%
30.04.2024 11.70% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 80'502 CHF 45'251 CHF 99.35% 99.35%
29.04.2024 11.74% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 80'214 CHF 45'107 CHF 99.38% 99.38%
26.04.2024 12.87% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 73'006 CHF 41'503 CHF 99.51% 99.51%
25.04.2024 11.47% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 82'631 CHF 46'315 CHF 97.95% 97.95%
24.04.2024 14.32% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 65'169 CHF 37'585 CHF 99.61% 99.61%

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