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 20.40% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 44'505 CHF 27'253 CHF 99.59% 99.59%
15.05.2024 14.23% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 65'638 CHF 37'819 CHF 99.67% 99.67%
14.05.2024 14.07% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 499'112 66'638 CHF 38'239 CHF 99.60% 99.60%
13.05.2024 16.16% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 57'261 CHF 33'630 CHF 98.92% 98.92%
10.05.2024 15.99% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 57'833 CHF 33'917 CHF 99.56% 99.56%
08.05.2024 12.54% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 75'055 CHF 42'528 CHF 99.56% 99.56%
07.05.2024 12.08% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 78'176 CHF 44'088 CHF 99.60% 99.60%
06.05.2024 9.84% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 464'466 97'065 CHF 49'475 CHF 99.57% 99.57%
03.05.2024 7.67% 0.11 CHF 0.12 CHF 1'000'000 400'000 1'000'000 400'000 126'077 CHF 54'431 CHF 99.47% 99.47%
02.05.2024 6.70% 0.15 CHF 0.16 CHF 900'000 300'000 947'178 347'178 136'697 CHF 53'396 CHF 99.57% 99.57%

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