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
24.05.2024 6.75% 0.14 CHF 0.15 CHF 1'000'000 500'000 1'000'000 500'000 143'208 CHF 76'604 CHF 98.22% 98.22%
23.05.2024 6.30% 0.15 CHF 0.16 CHF 1'000'000 500'000 1'000'000 500'000 153'968 CHF 81'984 CHF 95.97% 95.97%
22.05.2024 5.86% 0.16 CHF 0.17 CHF 1'000'000 500'000 1'000'000 500'000 165'789 CHF 87'895 CHF 99.51% 99.51%
21.05.2024 5.35% 0.18 CHF 0.19 CHF 1'000'000 500'000 1'000'000 500'000 182'008 CHF 96'004 CHF 96.90% 96.90%
17.05.2024 3.91% 0.24 CHF 0.25 CHF 1'000'000 500'000 1'000'000 459'190 251'248 CHF 119'606 CHF 99.02% 99.02%
16.05.2024 4.19% 0.24 CHF 0.25 CHF 1'000'000 500'000 1'000'000 486'888 235'316 CHF 119'054 CHF 99.05% 99.05%
15.05.2024 4.04% 0.23 CHF 0.24 CHF 1'000'000 500'000 1'000'000 499'803 243'091 CHF 126'492 CHF 99.44% 99.44%
14.05.2024 3.89% 0.24 CHF 0.25 CHF 1'000'000 500'000 1'000'000 478'397 253'043 CHF 125'514 CHF 99.52% 99.52%
13.05.2024 4.02% 0.26 CHF 0.27 CHF 1'000'000 400'000 1'000'000 492'827 244'249 CHF 125'124 CHF 99.05% 99.05%
10.05.2024 4.00% 0.23 CHF 0.24 CHF 1'000'000 500'000 1'000'000 500'000 245'261 CHF 127'631 CHF 99.57% 99.57%

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