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 3.52% 0.29 CHF 0.30 CHF 1'000'000 500'000 1'000'000 500'000 278'970 CHF 144'485 CHF 98.79% 98.79%
15.05.2024 3.75% 0.25 CHF 0.26 CHF 1'000'000 500'000 1'000'000 500'000 261'931 CHF 135'966 CHF 99.01% 99.01%
14.05.2024 3.84% 0.27 CHF 0.28 CHF 1'000'000 500'000 1'000'000 500'000 255'692 CHF 132'846 CHF 99.24% 99.24%
13.05.2024 5.07% 0.22 CHF 0.23 CHF 1'000'000 500'000 1'000'000 500'000 193'473 CHF 101'736 CHF 99.00% 99.00%
10.05.2024 4.52% 0.20 CHF 0.21 CHF 1'000'000 500'000 1'000'000 500'000 216'968 CHF 113'484 CHF 99.54% 99.54%
08.05.2024 4.62% 0.22 CHF 0.23 CHF 1'000'000 500'000 1'000'000 500'000 211'389 CHF 110'694 CHF 91.98% 91.98%
07.05.2024 4.43% 0.21 CHF 0.22 CHF 1'000'000 500'000 1'000'000 500'000 220'895 CHF 115'447 CHF 99.17% 99.17%
06.05.2024 4.04% 0.20 CHF 0.21 CHF 1'000'000 500'000 1'000'000 500'000 243'324 CHF 126'662 CHF 99.23% 99.23%
03.05.2024 3.90% 0.25 CHF 0.26 CHF 1'000'000 500'000 1'000'000 500'000 251'472 CHF 130'736 CHF 99.25% 99.25%
02.05.2024 5.30% 0.22 CHF 0.23 CHF 1'000'000 500'000 1'000'000 500'000 185'217 CHF 97'609 CHF 94.50% 94.50%

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