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 8.32% 0.11 CHF 0.12 CHF 1'000'000 500'000 1'000'000 500'000 115'394 CHF 62'697 CHF 96.08% 96.08%
15.05.2024 9.34% 0.11 CHF 0.12 CHF 1'000'000 500'000 1'000'000 500'000 102'185 CHF 56'093 CHF 99.13% 99.13%
14.05.2024 9.51% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 500'000 100'125 CHF 55'063 CHF 93.95% 93.95%
13.05.2024 10.16% 0.11 CHF 0.12 CHF 1'000'000 500'000 1'000'000 500'000 93'886 CHF 51'943 CHF 95.61% 95.61%
10.05.2024 9.68% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 98'480 CHF 54'240 CHF 99.58% 99.58%
08.05.2024 11.57% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 81'589 CHF 45'794 CHF 99.50% 99.50%
07.05.2024 9.52% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 500'000 100'000 CHF 55'000 CHF 99.59% 99.59%
06.05.2024 10.29% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 92'349 CHF 51'174 CHF 99.06% 99.06%
03.05.2024 9.93% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 95'963 CHF 52'982 CHF 98.23% 98.23%
02.05.2024 10.83% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 87'624 CHF 48'812 CHF 99.58% 99.58%

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