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
13.05.2024 3.71% 0.25 CHF 0.26 CHF 1'000'000 100'000 1'000'000 100'000 264'724 CHF 27'472 CHF 98.75% 98.75%
10.05.2024 3.89% 0.26 CHF 0.27 CHF 1'000'000 100'000 1'000'000 100'097 252'143 CHF 26'239 CHF 99.27% 99.27%
08.05.2024 4.77% 0.26 CHF 0.27 CHF 1'000'000 100'000 1'000'000 139'312 208'815 CHF 29'892 CHF 99.27% 99.27%
07.05.2024 6.19% 0.16 CHF 0.17 CHF 1'000'000 150'000 1'000'000 150'000 156'704 CHF 25'006 CHF 99.27% 99.27%
06.05.2024 6.99% 0.14 CHF 0.15 CHF 1'000'000 150'000 561'348 150'000 78'559 CHF 22'311 CHF 99.27% 99.27%
03.05.2024 6.57% 0.15 CHF 0.16 CHF 450'000 150'000 450'000 150'000 66'305 CHF 23'602 CHF 99.10% 99.10%
02.05.2024 7.52% 0.12 CHF 0.13 CHF 450'000 150'000 449'956 150'000 57'709 CHF 20'738 CHF 99.24% 99.24%
30.04.2024 7.47% 0.13 CHF 0.14 CHF 450'000 150'000 479'127 159'709 61'807 CHF 22'200 CHF 99.13% 99.13%
29.04.2024 6.65% 0.14 CHF 0.15 CHF 450'000 150'000 450'000 150'000 65'600 CHF 23'367 CHF 99.07% 99.07%
26.04.2024 6.14% 0.15 CHF 0.16 CHF 450'000 150'000 450'000 150'000 71'139 CHF 25'213 CHF 99.26% 99.26%

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