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 6.78% 0.14 CHF 0.15 CHF 1'000'000 400'000 1'000'000 400'000 142'645 CHF 61'058 CHF 98.92% 98.92%
15.05.2024 5.76% 0.16 CHF 0.17 CHF 1'000'000 400'000 1'000'000 400'000 169'022 CHF 71'609 CHF 98.77% 98.77%
14.05.2024 6.12% 0.16 CHF 0.17 CHF 1'000'000 400'000 1'000'000 400'000 158'397 CHF 67'359 CHF 98.51% 98.51%
13.05.2024 7.04% 0.14 CHF 0.15 CHF 1'000'000 400'000 1'000'000 400'000 137'366 CHF 58'946 CHF 95.21% 95.21%
10.05.2024 6.84% 0.15 CHF 0.16 CHF 1'000'000 400'000 1'000'000 400'000 141'379 CHF 60'552 CHF 98.89% 98.89%
08.05.2024 6.78% 0.13 CHF 0.14 CHF 1'000'000 400'000 1'000'000 400'000 142'826 CHF 61'130 CHF 98.89% 98.89%
07.05.2024 6.34% 0.16 CHF 0.17 CHF 1'000'000 400'000 1'000'000 400'000 153'014 CHF 65'206 CHF 98.88% 98.88%
06.05.2024 6.74% 0.14 CHF 0.15 CHF 1'000'000 400'000 1'000'000 400'000 143'793 CHF 61'517 CHF 99.08% 99.08%
03.05.2024 7.51% 0.13 CHF 0.14 CHF 1'000'000 400'000 1'000'000 417'895 128'300 CHF 57'660 CHF 98.59% 98.59%
02.05.2024 7.48% 0.13 CHF 0.14 CHF 1'000'000 400'000 1'000'000 400'000 128'780 CHF 55'512 CHF 99.08% 99.08%

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