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
22.05.2024 14.30% 0.07 CHF 0.08 CHF 1'500'000 200'000 1'500'000 200'000 97'952 CHF 15'060 CHF 99.27% 99.27%
21.05.2024 14.96% 0.06 CHF 0.07 CHF 1'500'000 200'000 1'500'000 200'000 93'070 CHF 14'409 CHF 99.17% 99.17%
17.05.2024 14.91% 0.06 CHF 0.07 CHF 1'500'000 200'000 1'500'000 200'000 93'482 CHF 14'464 CHF 99.05% 99.05%
16.05.2024 16.31% 0.06 CHF 0.07 CHF 1'500'000 200'000 1'500'000 200'000 85'015 CHF 13'335 CHF 99.27% 99.27%
15.05.2024 16.31% 0.06 CHF 0.07 CHF 1'500'000 200'000 1'500'000 200'000 85'055 CHF 13'341 CHF 99.12% 99.12%
14.05.2024 18.82% 0.05 CHF 0.06 CHF 1'500'000 200'000 1'500'000 200'000 72'627 CHF 11'684 CHF 99.27% 99.27%
13.05.2024 18.38% 0.05 CHF 0.06 CHF 1'500'000 200'000 1'500'000 200'000 74'276 CHF 11'903 CHF 98.75% 98.75%
10.05.2024 20.49% 0.04 CHF 0.05 CHF 1'500'000 200'000 1'500'000 200'000 66'413 CHF 10'855 CHF 99.27% 99.27%
08.05.2024 20.95% 0.04 CHF 0.05 CHF 1'500'000 200'000 1'500'000 200'000 64'741 CHF 10'632 CHF 99.27% 99.27%
07.05.2024 27.53% 0.04 CHF 0.05 CHF 1'500'000 200'000 1'500'000 200'000 47'454 CHF 8'327 CHF 99.27% 99.27%

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