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 6.97% 0.14 CHF 0.15 CHF 1'000'000 350'000 1'000'000 350'000 138'661 CHF 52'031 CHF 99.17% 99.17%
14.05.2024 6.32% 0.14 CHF 0.15 CHF 1'000'000 350'000 1'000'000 350'000 153'647 CHF 57'276 CHF 99.16% 99.16%
13.05.2024 6.08% 0.15 CHF 0.16 CHF 1'000'000 350'000 957'582 328'791 152'881 CHF 55'737 CHF 98.58% 98.58%
10.05.2024 5.56% 0.17 CHF 0.18 CHF 900'000 300'000 909'031 304'516 159'183 CHF 56'347 CHF 99.17% 99.17%
08.05.2024 5.43% 0.17 CHF 0.18 CHF 900'000 300'000 900'000 300'000 161'213 CHF 56'738 CHF 99.17% 99.17%
07.05.2024 5.43% 0.18 CHF 0.19 CHF 900'000 300'000 900'000 300'000 161'207 CHF 56'736 CHF 97.93% 97.93%
06.05.2024 5.34% 0.18 CHF 0.19 CHF 900'000 300'000 900'000 300'000 164'185 CHF 57'728 CHF 99.17% 99.17%
03.05.2024 5.22% 0.18 CHF 0.19 CHF 900'000 300'000 900'000 300'000 168'024 CHF 59'008 CHF 99.16% 99.16%
02.05.2024 6.12% 0.15 CHF 0.16 CHF 1'000'000 350'000 1'000'000 350'000 158'515 CHF 58'980 CHF 99.15% 99.15%
30.04.2024 5.84% 0.16 CHF 0.17 CHF 1'000'000 350'000 991'310 345'655 164'942 CHF 60'965 CHF 99.17% 99.17%

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