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 11.57% 0.09 CHF 0.10 CHF 1'000'000 400'000 1'000'000 400'000 81'593 CHF 36'637 CHF 99.32% 99.32%
15.05.2024 11.82% 0.08 CHF 0.09 CHF 1'000'000 400'000 1'000'000 400'000 79'641 CHF 35'856 CHF 99.31% 99.31%
14.05.2024 12.09% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 412'521 77'924 CHF 36'171 CHF 98.63% 98.63%
13.05.2024 10.70% 0.08 CHF 0.09 CHF 1'000'000 400'000 1'000'000 400'000 88'621 CHF 39'448 CHF 99.43% 99.43%
10.05.2024 10.69% 0.09 CHF 0.10 CHF 1'000'000 400'000 1'000'000 400'000 88'675 CHF 39'470 CHF 99.41% 99.41%
08.05.2024 11.50% 0.08 CHF 0.09 CHF 1'000'000 400'000 1'000'000 400'000 82'132 CHF 36'853 CHF 99.38% 99.38%
07.05.2024 11.73% 0.08 CHF 0.09 CHF 1'000'000 400'000 1'000'000 410'888 80'290 CHF 37'096 CHF 99.38% 99.38%
06.05.2024 12.01% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 419'188 78'441 CHF 36'947 CHF 97.89% 97.89%
03.05.2024 12.04% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 444'848 78'255 CHF 39'164 CHF 99.28% 99.28%
02.05.2024 11.78% 0.08 CHF 0.09 CHF 1'000'000 400'000 1'000'000 493'093 79'928 CHF 44'342 CHF 99.35% 99.35%

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