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
08.05.2024 13.13% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 71'370 CHF 40'685 CHF 99.59% 99.59%
07.05.2024 11.05% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 86'133 CHF 48'067 CHF 99.56% 99.56%
06.05.2024 11.86% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 80'948 CHF 45'474 CHF 95.09% 95.09%
03.05.2024 10.90% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 86'951 CHF 48'476 CHF 99.56% 99.56%
02.05.2024 11.77% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 79'950 CHF 44'975 CHF 99.34% 99.34%
30.04.2024 14.99% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 61'935 CHF 35'967 CHF 99.38% 99.38%
29.04.2024 14.97% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 62'007 CHF 36'004 CHF 99.34% 99.34%
26.04.2024 15.33% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 60'271 CHF 35'135 CHF 99.47% 99.47%
25.04.2024 14.10% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 66'342 CHF 38'171 CHF 99.47% 99.47%
24.04.2024 14.55% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 64'074 CHF 37'037 CHF 99.52% 99.52%

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