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 7.80% 0.11 CHF 0.12 CHF 1'000'000 500'000 1'000'000 500'000 123'709 CHF 66'854 CHF 98.88% 98.88%
15.05.2024 8.06% 0.13 CHF 0.14 CHF 1'000'000 500'000 1'000'000 500'000 119'205 CHF 64'603 CHF 98.35% 98.35%
14.05.2024 8.56% 0.11 CHF 0.12 CHF 1'000'000 500'000 1'000'000 500'000 111'963 CHF 60'981 CHF 98.75% 98.75%
13.05.2024 7.99% 0.12 CHF 0.13 CHF 1'000'000 500'000 1'000'000 500'000 120'268 CHF 65'134 CHF 95.26% 95.26%
10.05.2024 7.85% 0.13 CHF 0.14 CHF 1'000'000 500'000 1'000'000 500'000 122'534 CHF 66'267 CHF 98.92% 98.92%
08.05.2024 10.05% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 94'857 CHF 52'428 CHF 98.72% 98.72%
07.05.2024 9.57% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 500'000 100'754 CHF 55'377 CHF 97.76% 97.76%
06.05.2024 19.59% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 46'508 CHF 28'254 CHF 99.08% 99.08%
03.05.2024 18.63% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 48'889 CHF 29'445 CHF 98.35% 98.35%
02.05.2024 18.35% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 49'580 CHF 29'790 CHF 98.83% 98.83%

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