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 12.42% 0.08 CHF 0.09 CHF 1'500'000 200'000 1'500'000 200'000 113'712 CHF 17'162 CHF 99.27% 99.27%
15.05.2024 12.34% 0.08 CHF 0.09 CHF 1'500'000 200'000 1'500'000 200'000 114'499 CHF 17'267 CHF 99.12% 99.12%
14.05.2024 13.94% 0.07 CHF 0.08 CHF 1'500'000 200'000 1'500'000 200'000 100'528 CHF 15'404 CHF 99.27% 99.27%
13.05.2024 13.98% 0.07 CHF 0.08 CHF 1'500'000 200'000 1'500'000 200'000 100'306 CHF 15'374 CHF 98.75% 98.75%
10.05.2024 15.38% 0.06 CHF 0.07 CHF 1'500'000 200'000 1'500'000 200'000 90'000 CHF 14'000 CHF 99.27% 99.27%
08.05.2024 15.55% 0.06 CHF 0.07 CHF 1'500'000 200'000 1'500'000 200'000 89'159 CHF 13'888 CHF 99.27% 99.27%
07.05.2024 19.80% 0.05 CHF 0.06 CHF 1'500'000 200'000 1'500'000 200'000 68'975 CHF 11'197 CHF 99.27% 99.27%
06.05.2024 19.86% 0.04 CHF 0.05 CHF 1'500'000 200'000 1'500'000 200'000 68'764 CHF 11'169 CHF 99.27% 99.27%
03.05.2024 21.60% 0.04 CHF 0.05 CHF 1'500'000 200'000 1'500'000 200'000 62'302 CHF 10'307 CHF 99.11% 99.11%
02.05.2024 21.51% 0.04 CHF 0.05 CHF 1'500'000 200'000 1'500'000 200'000 62'627 CHF 10'350 CHF 99.24% 99.24%

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