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
15.05.2024 6.09% 0.17 CHF 0.18 CHF 1'000'000 400'000 1'000'000 457'446 160'173 CHF 77'265 CHF 98.61% 98.61%
14.05.2024 6.66% 0.15 CHF 0.16 CHF 1'000'000 500'000 1'000'000 500'000 145'256 CHF 77'628 CHF 98.71% 98.71%
13.05.2024 7.02% 0.13 CHF 0.14 CHF 1'000'000 500'000 1'000'000 500'000 137'564 CHF 73'782 CHF 94.25% 94.25%
10.05.2024 6.83% 0.14 CHF 0.15 CHF 1'000'000 500'000 1'000'000 500'000 141'400 CHF 75'700 CHF 98.88% 98.88%
08.05.2024 9.99% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 500'000 95'325 CHF 52'663 CHF 99.09% 99.09%
07.05.2024 10.52% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 90'100 CHF 50'050 CHF 98.81% 98.81%
06.05.2024 11.73% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 80'275 CHF 45'137 CHF 99.08% 99.08%
03.05.2024 11.44% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 82'589 CHF 46'295 CHF 99.06% 99.06%
02.05.2024 11.70% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 80'541 CHF 45'271 CHF 98.87% 98.87%
30.04.2024 12.14% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 77'584 CHF 43'792 CHF 99.18% 99.18%

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