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 13.20% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 70'845 CHF 40'422 CHF 99.72% 99.72%
14.05.2024 12.04% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 78'220 CHF 44'110 CHF 99.24% 99.24%
13.05.2024 12.30% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 76'564 CHF 43'282 CHF 99.03% 99.03%
10.05.2024 11.14% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 85'009 CHF 47'504 CHF 98.29% 98.29%
08.05.2024 10.57% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 89'660 CHF 49'830 CHF 99.57% 99.57%
07.05.2024 11.47% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 82'359 CHF 46'180 CHF 99.65% 99.65%
06.05.2024 11.73% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 80'255 CHF 45'128 CHF 99.53% 99.53%
03.05.2024 11.23% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 84'349 CHF 47'175 CHF 99.53% 99.53%
02.05.2024 12.22% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 77'066 CHF 43'533 CHF 99.09% 99.09%
30.04.2024 11.77% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 79'981 CHF 44'991 CHF 99.55% 99.55%

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