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 10.85% 0.09 CHF 0.10 CHF 1'500'000 150'000 1'500'000 150'000 131'096 CHF 14'610 CHF 99.27% 99.27%
15.05.2024 11.21% 0.08 CHF 0.09 CHF 1'500'000 150'000 1'500'000 150'000 126'702 CHF 14'170 CHF 99.08% 99.08%
14.05.2024 12.07% 0.09 CHF 0.10 CHF 1'500'000 150'000 1'500'000 150'000 117'519 CHF 13'252 CHF 99.27% 99.27%
13.05.2024 11.43% 0.08 CHF 0.09 CHF 1'500'000 150'000 1'500'000 150'000 124'040 CHF 13'904 CHF 98.81% 98.81%
10.05.2024 10.96% 0.09 CHF 0.10 CHF 1'500'000 150'000 1'500'000 150'000 129'708 CHF 14'471 CHF 99.27% 99.27%
08.05.2024 13.78% 0.09 CHF 0.10 CHF 1'500'000 150'000 1'500'000 150'000 103'451 CHF 11'845 CHF 99.27% 99.27%
07.05.2024 13.40% 0.06 CHF 0.07 CHF 1'500'000 150'000 1'500'000 150'000 104'541 CHF 11'954 CHF 99.27% 99.27%
06.05.2024 15.38% 0.06 CHF 0.07 CHF 1'500'000 150'000 1'500'000 150'000 90'000 CHF 10'500 CHF 99.27% 99.27%
03.05.2024 16.51% 0.05 CHF 0.06 CHF 1'500'000 150'000 1'500'000 150'000 83'984 CHF 9'898 CHF 99.16% 99.16%
02.05.2024 18.66% 0.05 CHF 0.06 CHF 1'500'000 150'000 1'500'000 150'000 73'223 CHF 8'822 CHF 99.19% 99.19%

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