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 4.77% 0.21 CHF 0.22 CHF 1'000'000 150'000 1'000'000 150'000 204'670 CHF 32'201 CHF 99.27% 99.27%
15.05.2024 4.92% 0.20 CHF 0.21 CHF 1'000'000 150'000 1'000'000 150'000 198'406 CHF 31'261 CHF 99.08% 99.08%
14.05.2024 5.21% 0.21 CHF 0.22 CHF 1'000'000 150'000 1'000'000 150'000 187'387 CHF 29'608 CHF 99.27% 99.27%
13.05.2024 5.08% 0.18 CHF 0.19 CHF 1'000'000 150'000 1'000'000 150'000 192'156 CHF 30'323 CHF 98.81% 98.81%
10.05.2024 5.04% 0.20 CHF 0.21 CHF 1'000'000 150'000 1'000'000 150'000 193'459 CHF 30'519 CHF 99.27% 99.27%
08.05.2024 5.81% 0.20 CHF 0.21 CHF 1'000'000 150'000 1'000'000 150'000 168'398 CHF 26'760 CHF 99.27% 99.27%
07.05.2024 6.04% 0.16 CHF 0.17 CHF 1'000'000 150'000 1'000'000 150'000 160'629 CHF 25'594 CHF 99.27% 99.27%
06.05.2024 6.47% 0.14 CHF 0.15 CHF 1'000'000 150'000 1'000'000 150'000 149'687 CHF 23'953 CHF 99.27% 99.27%
03.05.2024 7.06% 0.13 CHF 0.14 CHF 1'000'000 150'000 1'000'000 150'000 136'811 CHF 22'022 CHF 99.16% 99.16%
02.05.2024 7.88% 0.13 CHF 0.14 CHF 1'000'000 150'000 1'000'000 150'000 122'212 CHF 19'832 CHF 99.19% 99.19%

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