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
07.05.2024 9.23% 0.11 CHF 0.12 CHF 1'000'000 500'000 1'000'000 500'000 103'488 CHF 56'744 CHF 99.36% 99.36%
06.05.2024 8.71% 0.11 CHF 0.12 CHF 1'000'000 500'000 1'000'000 500'000 109'881 CHF 59'940 CHF 99.38% 99.38%
03.05.2024 8.31% 0.11 CHF 0.12 CHF 1'000'000 500'000 1'000'000 500'000 115'594 CHF 62'797 CHF 99.31% 99.31%
02.05.2024 8.14% 0.12 CHF 0.13 CHF 1'000'000 500'000 1'000'000 491'719 118'045 CHF 62'877 CHF 99.37% 99.37%
30.04.2024 7.49% 0.13 CHF 0.14 CHF 1'000'000 400'000 1'000'000 416'804 128'582 CHF 57'621 CHF 99.39% 99.39%
29.04.2024 7.71% 0.12 CHF 0.13 CHF 1'000'000 500'000 1'000'000 458'335 124'977 CHF 61'655 CHF 99.35% 99.35%
26.04.2024 8.33% 0.12 CHF 0.13 CHF 1'000'000 500'000 1'000'000 500'000 115'370 CHF 62'685 CHF 97.44% 97.44%
25.04.2024 7.65% 0.13 CHF 0.14 CHF 1'000'000 500'000 1'000'000 500'000 126'098 CHF 68'049 CHF 99.06% 99.06%
24.04.2024 9.46% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 101'024 CHF 55'512 CHF 99.62% 99.62%
23.04.2024 9.87% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 500'000 96'590 CHF 53'295 CHF 99.56% 99.56%

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