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 9.95% 0.10 CHF 0.11 CHF 1'000'000 250'000 1'000'000 250'000 95'788 CHF 26'447 CHF 98.33% 98.33%
14.05.2024 10.28% 0.09 CHF 0.10 CHF 1'000'000 250'000 1'000'000 250'000 92'499 CHF 25'625 CHF 99.36% 99.36%
13.05.2024 10.03% 0.09 CHF 0.10 CHF 1'000'000 250'000 1'000'000 250'000 95'010 CHF 26'252 CHF 98.93% 98.93%
10.05.2024 9.60% 0.10 CHF 0.11 CHF 1'000'000 250'000 1'000'000 250'000 99'278 CHF 27'319 CHF 99.36% 99.36%
08.05.2024 10.72% 0.09 CHF 0.10 CHF 1'000'000 250'000 1'000'000 250'000 88'414 CHF 24'603 CHF 99.01% 99.01%
07.05.2024 11.86% 0.09 CHF 0.10 CHF 1'000'000 250'000 1'000'000 250'000 79'995 CHF 22'499 CHF 94.70% 94.70%
06.05.2024 13.33% 0.07 CHF 0.08 CHF 1'000'000 250'000 1'000'000 250'000 70'000 CHF 20'000 CHF 99.37% 99.37%
03.05.2024 15.04% 0.07 CHF 0.08 CHF 1'000'000 250'000 1'000'000 250'000 61'820 CHF 17'955 CHF 99.37% 99.37%
02.05.2024 18.18% 0.05 CHF 0.06 CHF 1'000'000 250'000 1'000'000 250'000 50'000 CHF 15'000 CHF 99.37% 99.37%
30.04.2024 16.28% 0.05 CHF 0.06 CHF 1'000'000 250'000 1'000'000 250'000 56'788 CHF 16'697 CHF 99.36% 99.36%

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