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 12.87% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 499'281 72'980 CHF 41'418 CHF 98.89% 98.89%
07.05.2024 9.92% 0.09 CHF 0.10 CHF 1'000'000 400'000 1'000'000 424'547 96'362 CHF 45'021 CHF 98.73% 98.73%
06.05.2024 9.81% 0.10 CHF 0.11 CHF 1'000'000 400'000 1'000'000 418'784 97'159 CHF 44'742 CHF 99.14% 99.14%
03.05.2024 9.82% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 427'841 97'028 CHF 45'601 CHF 98.94% 98.94%
02.05.2024 10.53% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 90'009 CHF 50'005 CHF 99.00% 99.00%
30.04.2024 10.11% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 94'180 CHF 52'090 CHF 98.76% 98.76%
29.04.2024 11.76% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 80'000 CHF 45'000 CHF 97.28% 97.28%
26.04.2024 12.29% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 76'650 CHF 43'325 CHF 99.03% 99.03%
25.04.2024 13.61% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 68'653 CHF 39'327 CHF 98.98% 98.98%
24.04.2024 12.04% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 78'245 CHF 44'123 CHF 99.18% 99.18%

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