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 93.99% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 5'702 CHF 7'851 CHF 98.77% 98.77%
15.05.2024 58.40% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 12'300 CHF 11'150 CHF 99.23% 99.23%
14.05.2024 39.80% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'196 CHF 15'098 CHF 99.13% 99.13%
13.05.2024 27.01% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 32'261 CHF 21'131 CHF 98.99% 98.99%
10.05.2024 34.00% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 25'247 CHF 17'624 CHF 99.12% 99.12%
08.05.2024 36.22% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 23'306 CHF 16'653 CHF 99.51% 99.51%
07.05.2024 29.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 29'985 CHF 19'992 CHF 99.47% 99.47%
06.05.2024 22.18% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'107 CHF 25'054 CHF 99.32% 99.32%
03.05.2024 18.46% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 498'441 49'840 CHF 29'796 CHF 99.24% 99.24%
02.05.2024 15.30% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 493'718 60'435 CHF 34'756 CHF 98.91% 98.91%

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