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
15.05.2024 13.88% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 67'315 CHF 38'657 CHF 99.56% 99.56%
14.05.2024 13.68% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 68'325 CHF 39'163 CHF 99.59% 99.59%
13.05.2024 11.73% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 80'258 CHF 45'129 CHF 99.09% 99.09%
10.05.2024 15.96% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 57'960 CHF 33'980 CHF 99.55% 99.55%
08.05.2024 16.27% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 56'847 CHF 33'423 CHF 99.09% 99.09%
07.05.2024 14.98% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 61'994 CHF 35'997 CHF 99.60% 99.60%
06.05.2024 13.33% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 70'000 CHF 40'000 CHF 99.60% 99.60%
03.05.2024 11.89% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 79'428 CHF 44'714 CHF 99.72% 99.72%
02.05.2024 10.53% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 89'979 CHF 49'989 CHF 99.58% 99.58%
30.04.2024 11.53% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 498'202 83'380 CHF 46'492 CHF 96.06% 96.06%

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