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
08.05.2024 10.08% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 500'000 94'510 CHF 52'255 CHF 98.90% 98.90%
07.05.2024 8.37% 0.11 CHF 0.12 CHF 1'000'000 500'000 1'000'000 498'526 114'732 CHF 62'160 CHF 98.79% 98.79%
06.05.2024 8.39% 0.11 CHF 0.12 CHF 1'000'000 500'000 1'000'000 500'000 114'453 CHF 62'227 CHF 99.01% 99.01%
03.05.2024 8.50% 0.11 CHF 0.12 CHF 1'000'000 500'000 1'000'000 500'000 112'852 CHF 61'426 CHF 98.91% 98.91%
02.05.2024 8.93% 0.11 CHF 0.12 CHF 1'000'000 500'000 1'000'000 500'000 107'132 CHF 58'566 CHF 99.27% 99.27%
30.04.2024 8.68% 0.11 CHF 0.12 CHF 1'000'000 500'000 1'000'000 500'000 110'179 CHF 60'089 CHF 98.89% 98.89%
29.04.2024 10.16% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 93'680 CHF 51'840 CHF 97.36% 97.36%
26.04.2024 10.36% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 91'613 CHF 50'807 CHF 99.02% 99.02%
25.04.2024 10.98% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 86'330 CHF 48'165 CHF 98.97% 98.97%
24.04.2024 9.96% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 95'694 CHF 52'847 CHF 99.17% 99.17%

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