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 6.43% 0.16 CHF 0.17 CHF 900'000 300'000 971'610 371'610 146'259 CHF 59'625 CHF 99.54% 99.54%
14.05.2024 6.51% 0.14 CHF 0.15 CHF 1'000'000 400'000 929'094 329'094 138'001 CHF 52'106 CHF 99.59% 99.59%
13.05.2024 5.68% 0.17 CHF 0.18 CHF 900'000 300'000 900'000 300'000 154'107 CHF 54'369 CHF 99.13% 99.13%
10.05.2024 7.30% 0.14 CHF 0.15 CHF 1'000'000 400'000 1'000'000 400'000 132'192 CHF 56'877 CHF 99.55% 99.55%
08.05.2024 7.40% 0.13 CHF 0.14 CHF 1'000'000 400'000 1'000'000 400'000 130'095 CHF 56'038 CHF 99.11% 99.11%
07.05.2024 6.79% 0.14 CHF 0.15 CHF 1'000'000 400'000 996'064 396'064 141'796 CHF 60'325 CHF 99.60% 99.60%
06.05.2024 6.35% 0.15 CHF 0.16 CHF 900'000 300'000 900'000 300'000 137'355 CHF 48'785 CHF 99.60% 99.60%
03.05.2024 5.77% 0.15 CHF 0.16 CHF 1'000'000 400'000 910'975 310'975 153'745 CHF 55'446 CHF 99.40% 99.40%
02.05.2024 5.36% 0.19 CHF 0.20 CHF 900'000 300'000 900'000 300'000 163'520 CHF 57'507 CHF 99.60% 99.60%
30.04.2024 5.73% 0.17 CHF 0.18 CHF 900'000 300'000 911'202 311'202 155'499 CHF 55'979 CHF 96.06% 96.06%

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