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 8.05% 0.12 CHF 0.13 CHF 1'000'000 400'000 1'000'000 400'000 119'426 CHF 51'770 CHF 99.30% 99.30%
15.05.2024 6.43% 0.14 CHF 0.15 CHF 1'000'000 400'000 1'000'000 400'000 151'302 CHF 64'521 CHF 99.37% 99.37%
14.05.2024 5.97% 0.16 CHF 0.17 CHF 1'000'000 400'000 1'000'000 400'000 162'519 CHF 69'008 CHF 99.08% 99.08%
13.05.2024 6.01% 0.16 CHF 0.17 CHF 1'000'000 400'000 1'000'000 400'000 161'420 CHF 68'568 CHF 99.34% 99.34%
10.05.2024 5.73% 0.17 CHF 0.18 CHF 1'000'000 400'000 994'314 394'314 168'532 CHF 70'769 CHF 99.24% 99.24%
08.05.2024 7.30% 0.14 CHF 0.15 CHF 1'000'000 400'000 1'000'000 400'000 132'097 CHF 56'839 CHF 99.36% 99.36%
07.05.2024 6.97% 0.14 CHF 0.15 CHF 1'000'000 400'000 1'000'000 400'000 138'606 CHF 59'442 CHF 99.39% 99.39%
06.05.2024 6.90% 0.14 CHF 0.15 CHF 1'000'000 400'000 1'000'000 400'000 139'982 CHF 59'993 CHF 99.43% 99.43%
03.05.2024 6.97% 0.13 CHF 0.14 CHF 1'000'000 400'000 1'000'000 400'000 138'908 CHF 59'563 CHF 99.33% 99.33%
02.05.2024 6.76% 0.15 CHF 0.16 CHF 1'000'000 400'000 1'000'000 400'000 143'160 CHF 61'264 CHF 99.37% 99.37%

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