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 15.24% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 60'684 CHF 35'342 CHF 99.46% 99.46%
15.05.2024 15.89% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 58'204 CHF 34'102 CHF 99.21% 99.21%
14.05.2024 17.24% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 53'365 CHF 31'682 CHF 98.00% 98.00%
13.05.2024 16.75% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 55'108 CHF 32'554 CHF 99.38% 99.38%
10.05.2024 15.30% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 60'408 CHF 35'204 CHF 98.55% 98.55%
08.05.2024 17.96% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 50'777 CHF 30'389 CHF 99.37% 99.37%
07.05.2024 15.60% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 59'228 CHF 34'614 CHF 99.38% 99.38%
06.05.2024 15.21% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 60'874 CHF 35'437 CHF 99.35% 99.35%
03.05.2024 15.81% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 58'471 CHF 34'236 CHF 99.28% 99.28%
02.05.2024 13.42% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 69'573 CHF 39'787 CHF 99.33% 99.33%

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