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 8.18% 0.13 CHF 0.14 CHF 1'000'000 500'000 1'000'000 500'000 117'545 CHF 63'772 CHF 98.83% 98.83%
15.05.2024 9.35% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 102'373 CHF 56'187 CHF 99.02% 99.02%
14.05.2024 9.67% 0.11 CHF 0.12 CHF 1'000'000 500'000 1'000'000 500'000 99'477 CHF 54'739 CHF 99.30% 99.30%
13.05.2024 19.48% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 48'679 CHF 29'340 CHF 99.00% 99.00%
10.05.2024 14.22% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 66'351 CHF 38'176 CHF 99.52% 99.52%
08.05.2024 14.96% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 62'089 CHF 36'044 CHF 91.99% 91.99%
07.05.2024 13.29% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 70'731 CHF 40'365 CHF 99.13% 99.13%
06.05.2024 10.38% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 93'166 CHF 51'583 CHF 99.42% 99.42%
03.05.2024 9.35% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 500'000 102'192 CHF 56'096 CHF 99.48% 99.48%
02.05.2024 15.58% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 60'748 CHF 35'374 CHF 94.54% 94.54%

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