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 11.76% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 80'000 CHF 45'000 CHF 99.19% 99.19%
15.05.2024 9.75% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 97'812 CHF 53'906 CHF 97.21% 97.21%
14.05.2024 8.42% 0.11 CHF 0.12 CHF 1'000'000 500'000 1'000'000 500'000 114'018 CHF 62'009 CHF 98.30% 98.30%
13.05.2024 8.30% 0.12 CHF 0.13 CHF 1'000'000 500'000 1'000'000 500'000 115'642 CHF 62'821 CHF 97.73% 97.73%
10.05.2024 7.45% 0.13 CHF 0.14 CHF 1'000'000 500'000 1'000'000 500'000 129'306 CHF 69'653 CHF 98.27% 98.27%
08.05.2024 7.31% 0.13 CHF 0.14 CHF 1'000'000 500'000 1'000'000 500'000 131'863 CHF 70'932 CHF 98.28% 98.28%
07.05.2024 7.35% 0.13 CHF 0.14 CHF 1'000'000 500'000 1'000'000 500'000 131'186 CHF 70'593 CHF 98.80% 98.80%
06.05.2024 6.95% 0.13 CHF 0.14 CHF 1'000'000 500'000 1'000'000 500'000 139'154 CHF 74'577 CHF 97.70% 97.70%
03.05.2024 5.82% 0.16 CHF 0.17 CHF 1'000'000 500'000 1'000'000 500'000 167'105 CHF 88'552 CHF 95.13% 95.13%
02.05.2024 5.01% 0.19 CHF 0.20 CHF 1'000'000 500'000 1'000'000 500'000 194'837 CHF 102'419 CHF 96.27% 96.27%

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