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 5.58% 0.19 CHF 0.20 CHF 1'500'000 150'000 1'500'000 150'000 262'605 CHF 27'761 CHF 99.27% 99.27%
15.05.2024 5.54% 0.19 CHF 0.20 CHF 1'500'000 150'000 1'500'000 150'000 263'770 CHF 27'877 CHF 99.12% 99.12%
14.05.2024 6.86% 0.16 CHF 0.17 CHF 1'500'000 150'000 1'500'000 156'646 212'440 CHF 23'618 CHF 99.27% 99.27%
13.05.2024 6.92% 0.15 CHF 0.16 CHF 1'500'000 150'000 1'500'000 155'287 209'765 CHF 23'262 CHF 98.75% 98.75%
10.05.2024 7.64% 0.13 CHF 0.14 CHF 1'500'000 200'000 1'500'000 200'000 189'607 CHF 27'281 CHF 99.27% 99.27%
08.05.2024 8.20% 0.13 CHF 0.14 CHF 1'500'000 200'000 1'500'000 198'420 177'335 CHF 25'408 CHF 99.27% 99.27%
07.05.2024 14.05% 0.08 CHF 0.09 CHF 1'500'000 200'000 1'500'000 200'000 100'964 CHF 15'462 CHF 99.27% 99.27%
06.05.2024 15.72% 0.06 CHF 0.07 CHF 1'500'000 200'000 1'500'000 200'000 88'241 CHF 13'766 CHF 99.27% 99.27%
03.05.2024 17.73% 0.05 CHF 0.06 CHF 1'500'000 200'000 1'500'000 200'000 77'471 CHF 12'330 CHF 99.11% 99.11%
02.05.2024 17.60% 0.05 CHF 0.06 CHF 1'500'000 200'000 1'500'000 200'000 78'539 CHF 12'472 CHF 99.24% 99.24%

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