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 17.72% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 51'662 CHF 30'831 CHF 99.09% 99.09%
15.05.2024 15.38% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 60'000 CHF 35'000 CHF 98.88% 98.88%
14.05.2024 14.61% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 63'767 CHF 36'884 CHF 99.07% 99.07%
13.05.2024 15.85% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 58'345 CHF 34'173 CHF 94.40% 94.40%
10.05.2024 17.68% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 51'789 CHF 30'894 CHF 98.10% 98.10%
08.05.2024 10.81% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 499'969 88'250 CHF 49'121 CHF 96.88% 96.88%
07.05.2024 7.67% 0.11 CHF 0.12 CHF 1'000'000 400'000 1'000'000 400'000 125'602 CHF 54'241 CHF 96.76% 96.76%
06.05.2024 6.66% 0.13 CHF 0.14 CHF 1'000'000 400'000 932'211 332'211 135'570 CHF 51'464 CHF 98.93% 98.93%
03.05.2024 5.90% 0.18 CHF 0.19 CHF 900'000 300'000 899'615 299'872 148'418 CHF 52'471 CHF 99.01% 99.01%
02.05.2024 6.71% 0.15 CHF 0.16 CHF 900'000 300'000 979'577 379'577 141'105 CHF 58'388 CHF 99.18% 99.18%

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