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 4.81% 0.22 CHF 0.23 CHF 1'000'000 400'000 1'000'000 400'000 203'070 CHF 85'228 CHF 98.77% 98.77%
15.05.2024 5.37% 0.17 CHF 0.18 CHF 1'000'000 400'000 1'000'000 400'000 181'695 CHF 76'678 CHF 99.04% 99.04%
14.05.2024 5.51% 0.20 CHF 0.21 CHF 1'000'000 400'000 1'000'000 400'000 177'329 CHF 74'932 CHF 99.26% 99.26%
13.05.2024 9.44% 0.13 CHF 0.14 CHF 1'000'000 500'000 1'000'000 492'854 103'599 CHF 55'677 CHF 98.93% 98.93%
10.05.2024 7.38% 0.12 CHF 0.13 CHF 1'000'000 500'000 1'000'000 452'685 131'708 CHF 63'646 CHF 99.53% 99.53%
08.05.2024 7.57% 0.13 CHF 0.14 CHF 1'000'000 500'000 1'000'000 499'612 127'438 CHF 68'661 CHF 91.98% 91.98%
07.05.2024 7.14% 0.12 CHF 0.13 CHF 1'000'000 500'000 1'000'000 498'923 135'368 CHF 72'512 CHF 99.19% 99.19%
06.05.2024 5.97% 0.12 CHF 0.13 CHF 1'000'000 500'000 1'000'000 418'008 164'591 CHF 72'376 CHF 99.24% 99.24%
03.05.2024 5.59% 0.17 CHF 0.18 CHF 1'000'000 400'000 1'000'000 400'325 174'072 CHF 73'684 CHF 99.21% 99.21%
02.05.2024 9.25% 0.14 CHF 0.15 CHF 1'000'000 500'000 1'000'000 500'000 105'372 CHF 57'686 CHF 94.47% 94.47%

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