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 5.64% 0.19 CHF 0.20 CHF 1'500'000 100'000 1'500'000 100'000 259'665 CHF 18'311 CHF 99.36% 99.36%
13.05.2024 5.90% 0.17 CHF 0.18 CHF 1'500'000 100'000 1'500'000 100'000 247'486 CHF 17'499 CHF 98.85% 98.85%
10.05.2024 6.35% 0.17 CHF 0.18 CHF 1'500'000 100'000 1'500'000 100'000 231'178 CHF 16'412 CHF 99.36% 99.36%
08.05.2024 7.47% 0.14 CHF 0.14 CHF 1'500'000 100'000 1'500'000 100'000 193'614 CHF 13'908 CHF 99.36% 99.36%
07.05.2024 7.65% 0.13 CHF 0.14 CHF 1'500'000 100'000 1'500'000 100'000 189'036 CHF 13'602 CHF 99.37% 99.37%
06.05.2024 8.61% 0.12 CHF 0.13 CHF 1'500'000 100'000 1'500'000 100'000 166'979 CHF 12'132 CHF 99.36% 99.36%
03.05.2024 10.67% 0.10 CHF 0.11 CHF 1'500'000 100'000 1'500'000 100'000 133'800 CHF 9'920 CHF 99.13% 99.13%
02.05.2024 10.27% 0.08 CHF 0.09 CHF 1'500'000 100'000 1'500'000 100'000 139'368 CHF 10'291 CHF 99.33% 99.33%
30.04.2024 7.31% 0.12 CHF 0.13 CHF 1'500'000 100'000 1'500'000 100'000 198'332 CHF 14'222 CHF 99.23% 99.23%
29.04.2024 6.12% 0.15 CHF 0.16 CHF 1'500'000 100'000 1'500'000 100'000 237'914 CHF 16'861 CHF 98.79% 98.79%

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