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
07.05.2024 6.64% 0.16 CHF 0.17 CHF 1'000'000 200'000 1'000'000 200'000 146'030 CHF 31'206 CHF 99.37% 99.37%
06.05.2024 8.10% 0.13 CHF 0.14 CHF 1'000'000 200'000 1'000'000 200'000 119'482 CHF 25'896 CHF 99.37% 99.37%
03.05.2024 8.20% 0.11 CHF 0.12 CHF 1'000'000 200'000 1'000'000 200'000 117'151 CHF 25'430 CHF 99.14% 99.14%
02.05.2024 8.54% 0.11 CHF 0.12 CHF 1'000'000 200'000 1'000'000 200'000 112'587 CHF 24'517 CHF 99.34% 99.34%
30.04.2024 5.96% 0.15 CHF 0.16 CHF 1'000'000 200'000 1'000'000 200'000 163'009 CHF 34'602 CHF 99.23% 99.23%
29.04.2024 6.30% 0.17 CHF 0.18 CHF 1'000'000 200'000 1'000'000 200'000 154'342 CHF 32'868 CHF 99.16% 99.16%
26.04.2024 6.06% 0.16 CHF 0.17 CHF 1'000'000 200'000 1'000'000 200'000 160'997 CHF 34'199 CHF 99.35% 99.35%
25.04.2024 6.15% 0.16 CHF 0.17 CHF 1'000'000 200'000 1'000'000 200'000 157'603 CHF 33'521 CHF 98.41% 98.41%
24.04.2024 5.94% 0.16 CHF 0.17 CHF 1'000'000 200'000 1'000'000 200'000 163'617 CHF 34'723 CHF 99.38% 99.38%
23.04.2024 8.06% 0.12 CHF 0.13 CHF 1'000'000 200'000 1'000'000 200'000 119'315 CHF 25'863 CHF 99.31% 99.31%

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