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
15.05.2024 12.79% 0.07 CHF 0.08 CHF 1'000'000 350'000 1'000'000 350'000 73'488 CHF 29'221 CHF 99.17% 99.17%
14.05.2024 11.22% 0.08 CHF 0.09 CHF 1'000'000 350'000 1'000'000 350'000 84'419 CHF 33'047 CHF 99.16% 99.16%
13.05.2024 10.80% 0.08 CHF 0.09 CHF 1'000'000 350'000 1'000'000 350'000 87'932 CHF 34'276 CHF 98.58% 98.58%
10.05.2024 9.74% 0.09 CHF 0.10 CHF 1'000'000 350'000 1'000'000 350'000 97'810 CHF 37'734 CHF 99.17% 99.17%
08.05.2024 9.51% 0.10 CHF 0.11 CHF 1'000'000 350'000 1'000'000 350'000 100'139 CHF 38'549 CHF 99.17% 99.17%
07.05.2024 9.52% 0.10 CHF 0.11 CHF 1'000'000 350'000 1'000'000 350'000 100'000 CHF 38'500 CHF 97.93% 97.93%
06.05.2024 9.18% 0.10 CHF 0.11 CHF 1'000'000 350'000 1'000'000 350'000 104'188 CHF 39'966 CHF 99.17% 99.17%
03.05.2024 8.97% 0.10 CHF 0.11 CHF 1'000'000 350'000 1'000'000 350'000 106'712 CHF 40'849 CHF 99.16% 99.16%
02.05.2024 10.53% 0.09 CHF 0.10 CHF 1'000'000 350'000 1'000'000 350'000 90'000 CHF 35'000 CHF 99.15% 99.15%
30.04.2024 10.16% 0.09 CHF 0.10 CHF 1'000'000 350'000 1'000'000 350'000 93'698 CHF 36'294 CHF 99.17% 99.17%

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