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
17.05.2024 15.71% 0.06 CHF 0.07 CHF 1'500'000 150'000 1'500'000 150'000 88'237 CHF 10'324 CHF 99.15% 99.15%
16.05.2024 14.56% 0.06 CHF 0.07 CHF 1'500'000 150'000 1'500'000 150'000 95'660 CHF 11'066 CHF 99.37% 99.37%
15.05.2024 14.17% 0.06 CHF 0.07 CHF 1'500'000 150'000 1'500'000 150'000 98'401 CHF 11'340 CHF 99.15% 99.15%
14.05.2024 13.78% 0.07 CHF 0.08 CHF 1'500'000 150'000 1'499'910 150'000 101'536 CHF 11'654 CHF 99.36% 99.36%
13.05.2024 14.33% 0.06 CHF 0.07 CHF 1'500'000 150'000 1'500'000 150'000 97'274 CHF 11'227 CHF 98.85% 98.85%
10.05.2024 15.14% 0.06 CHF 0.07 CHF 1'500'000 150'000 1'499'920 150'000 91'597 CHF 10'660 CHF 99.37% 99.37%
08.05.2024 16.97% 0.06 CHF 0.07 CHF 1'500'000 150'000 1'500'000 150'000 81'017 CHF 9'602 CHF 99.36% 99.36%
07.05.2024 19.14% 0.05 CHF 0.06 CHF 1'500'000 150'000 1'500'000 150'000 71'142 CHF 8'614 CHF 99.38% 99.38%
06.05.2024 18.20% 0.05 CHF 0.06 CHF 1'500'000 150'000 1'500'000 150'000 75'020 CHF 9'002 CHF 99.36% 99.36%
03.05.2024 19.53% 0.05 CHF 0.06 CHF 1'500'000 150'000 1'500'000 150'000 69'568 CHF 8'457 CHF 99.14% 99.14%

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