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 14.91% 0.07 CHF 0.08 CHF 1'000'000 150'000 1'000'000 150'000 62'296 CHF 10'844 CHF 99.37% 99.37%
15.05.2024 12.13% 0.07 CHF 0.08 CHF 1'000'000 150'000 1'000'000 150'000 77'939 CHF 13'191 CHF 98.67% 98.67%
14.05.2024 7.83% 0.13 CHF 0.14 CHF 1'000'000 150'000 1'000'000 150'000 122'933 CHF 19'940 CHF 99.35% 99.35%
13.05.2024 8.49% 0.11 CHF 0.12 CHF 1'000'000 150'000 1'000'000 150'000 113'024 CHF 18'454 CHF 98.85% 98.85%
10.05.2024 8.58% 0.11 CHF 0.12 CHF 1'000'000 150'000 1'000'000 150'000 111'733 CHF 18'260 CHF 96.13% 96.13%
08.05.2024 6.48% 0.14 CHF 0.15 CHF 1'000'000 150'000 1'000'000 150'000 149'478 CHF 23'922 CHF 99.37% 99.37%
07.05.2024 6.14% 0.15 CHF 0.16 CHF 1'000'000 150'000 1'000'000 150'000 158'122 CHF 25'218 CHF 99.37% 99.37%
06.05.2024 6.32% 0.16 CHF 0.17 CHF 1'000'000 150'000 1'000'000 150'000 153'454 CHF 24'518 CHF 99.36% 99.36%
03.05.2024 5.98% 0.16 CHF 0.17 CHF 1'000'000 150'000 1'000'000 150'000 162'420 CHF 25'863 CHF 99.14% 99.14%
02.05.2024 6.01% 0.17 CHF 0.18 CHF 1'000'000 150'000 1'000'000 150'000 161'591 CHF 25'739 CHF 99.33% 99.33%

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