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 11.39% 0.10 CHF 0.11 CHF 1'000'000 750'000 1'000'000 750'000 83'057 CHF 69'793 CHF 98.31% 98.31%
14.05.2024 10.57% 0.08 CHF 0.09 CHF 1'000'000 750'000 1'000'000 750'000 89'620 CHF 74'715 CHF 99.36% 99.36%
13.05.2024 10.40% 0.09 CHF 0.10 CHF 1'000'000 750'000 1'000'000 750'000 91'267 CHF 75'950 CHF 98.92% 98.92%
10.05.2024 10.57% 0.09 CHF 0.10 CHF 1'000'000 750'000 1'000'000 750'000 89'836 CHF 74'877 CHF 99.37% 99.37%
08.05.2024 12.98% 0.08 CHF 0.09 CHF 1'000'000 750'000 1'000'000 750'000 72'405 CHF 61'804 CHF 99.35% 99.35%
07.05.2024 17.42% 0.06 CHF 0.07 CHF 1'000'000 750'000 1'000'000 750'000 52'717 CHF 47'038 CHF 94.61% 94.61%
06.05.2024 14.73% 0.05 CHF 0.06 CHF 1'000'000 750'000 1'000'000 750'000 63'543 CHF 55'157 CHF 99.37% 99.37%
03.05.2024 15.17% 0.06 CHF 0.07 CHF 1'000'000 750'000 1'000'000 750'000 61'028 CHF 53'271 CHF 99.36% 99.36%
02.05.2024 15.38% 0.06 CHF 0.07 CHF 1'000'000 750'000 1'000'000 750'000 60'030 CHF 52'523 CHF 99.37% 99.37%
30.04.2024 13.34% 0.07 CHF 0.08 CHF 1'000'000 750'000 1'000'000 750'000 69'968 CHF 59'976 CHF 99.36% 99.36%

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