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 12.00% 0.07 CHF 0.08 CHF 1'500'000 150'000 1'500'000 150'000 117'983 CHF 13'298 CHF 99.27% 99.27%
15.05.2024 12.95% 0.08 CHF 0.09 CHF 1'500'000 150'000 1'500'000 150'000 108'584 CHF 12'358 CHF 99.12% 99.12%
14.05.2024 16.19% 0.06 CHF 0.07 CHF 1'500'000 150'000 1'500'000 150'000 85'648 CHF 10'065 CHF 99.27% 99.27%
13.05.2024 17.61% 0.05 CHF 0.06 CHF 1'500'000 150'000 1'500'000 150'000 77'866 CHF 9'287 CHF 98.75% 98.75%
10.05.2024 18.22% 0.06 CHF 0.07 CHF 1'500'000 150'000 1'500'000 150'000 75'463 CHF 9'046 CHF 99.27% 99.27%
08.05.2024 13.87% 0.05 CHF 0.06 CHF 1'500'000 150'000 1'500'000 150'000 101'815 CHF 11'682 CHF 99.27% 99.27%
07.05.2024 16.96% 0.07 CHF 0.08 CHF 1'500'000 150'000 1'500'000 150'000 81'720 CHF 9'672 CHF 99.27% 99.27%
06.05.2024 15.35% 0.05 CHF 0.06 CHF 1'500'000 150'000 1'500'000 150'000 91'286 CHF 10'629 CHF 99.27% 99.27%
03.05.2024 15.08% 0.06 CHF 0.07 CHF 1'500'000 150'000 1'500'000 150'000 92'283 CHF 10'728 CHF 99.10% 99.10%
02.05.2024 15.03% 0.05 CHF 0.06 CHF 1'500'000 150'000 1'500'000 150'000 93'251 CHF 10'825 CHF 99.24% 99.24%

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