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 13.85% 0.07 CHF 0.08 CHF 1'500'000 150'000 1'500'000 150'000 100'845 CHF 11'585 CHF 99.27% 99.27%
15.05.2024 14.30% 0.07 CHF 0.08 CHF 1'500'000 150'000 1'500'000 150'000 97'419 CHF 11'242 CHF 99.08% 99.08%
14.05.2024 15.66% 0.07 CHF 0.08 CHF 1'500'000 150'000 1'500'000 150'000 88'885 CHF 10'389 CHF 99.27% 99.27%
13.05.2024 14.96% 0.06 CHF 0.07 CHF 1'500'000 150'000 1'500'000 150'000 93'117 CHF 10'812 CHF 98.81% 98.81%
10.05.2024 14.82% 0.07 CHF 0.08 CHF 1'500'000 150'000 1'500'000 150'000 93'781 CHF 10'878 CHF 99.27% 99.27%
08.05.2024 18.40% 0.06 CHF 0.07 CHF 1'500'000 150'000 1'500'000 150'000 75'263 CHF 9'026 CHF 99.27% 99.27%
07.05.2024 19.79% 0.05 CHF 0.06 CHF 1'500'000 150'000 1'500'000 150'000 68'400 CHF 8'340 CHF 99.27% 99.27%
06.05.2024 22.65% 0.04 CHF 0.05 CHF 1'500'000 150'000 1'500'000 150'000 58'933 CHF 7'393 CHF 99.27% 99.27%
03.05.2024 26.66% 0.04 CHF 0.05 CHF 1'500'000 150'000 1'500'000 150'000 48'934 CHF 6'393 CHF 99.15% 99.15%
02.05.2024 32.12% 0.03 CHF 0.04 CHF 1'500'000 150'000 1'500'000 150'000 39'286 CHF 5'429 CHF 99.19% 99.19%

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