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
14.05.2024 8.82% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 499'917 108'479 CHF 59'230 CHF 99.64% 99.64%
13.05.2024 7.95% 0.12 CHF 0.13 CHF 1'000'000 400'000 1'000'000 400'000 120'765 CHF 52'306 CHF 99.07% 99.07%
10.05.2024 10.24% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 500'000 92'860 CHF 51'430 CHF 99.56% 99.56%
08.05.2024 10.51% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 90'191 CHF 50'096 CHF 99.09% 99.09%
07.05.2024 9.48% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 500'000 100'562 CHF 55'281 CHF 99.60% 99.60%
06.05.2024 8.70% 0.11 CHF 0.12 CHF 1'000'000 500'000 1'000'000 465'396 110'000 CHF 55'848 CHF 99.74% 99.74%
03.05.2024 7.84% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 415'375 123'264 CHF 55'095 CHF 99.40% 99.40%
02.05.2024 7.36% 0.14 CHF 0.15 CHF 1'000'000 400'000 1'000'000 400'000 130'901 CHF 56'360 CHF 99.71% 99.71%
30.04.2024 7.85% 0.12 CHF 0.13 CHF 1'000'000 400'000 1'000'000 414'086 123'569 CHF 55'006 CHF 96.07% 96.07%
29.04.2024 7.09% 0.13 CHF 0.14 CHF 1'000'000 400'000 1'000'000 400'000 136'301 CHF 58'520 CHF 99.59% 99.59%

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