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 8.29% 0.11 CHF 0.12 CHF 1'000'000 400'000 1'000'000 400'897 115'875 CHF 50'458 CHF 96.10% 96.10%
15.05.2024 9.34% 0.11 CHF 0.12 CHF 1'000'000 500'000 1'000'000 500'000 102'186 CHF 56'093 CHF 99.13% 99.13%
14.05.2024 9.50% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 500'000 100'320 CHF 55'160 CHF 93.96% 93.96%
13.05.2024 10.40% 0.11 CHF 0.12 CHF 1'000'000 500'000 1'000'000 500'000 91'947 CHF 50'973 CHF 95.62% 95.62%
10.05.2024 9.80% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 97'253 CHF 53'627 CHF 99.64% 99.64%
08.05.2024 12.99% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 72'170 CHF 41'085 CHF 99.51% 99.51%
07.05.2024 9.96% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 95'652 CHF 52'826 CHF 99.59% 99.59%
06.05.2024 10.49% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 90'389 CHF 50'195 CHF 99.08% 99.08%
03.05.2024 10.67% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 88'950 CHF 49'475 CHF 98.12% 98.12%
02.05.2024 11.54% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 82'048 CHF 46'024 CHF 99.55% 99.55%

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