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
15.05.2024 14.62% 0.06 CHF 0.07 CHF 1'000'000 1'000'000 960'918 960'918 75'235 CHF 85'073 CHF 99.54% 99.54%
14.05.2024 9.98% 0.09 CHF 0.10 CHF 1'000'000 1'000'000 1'000'000 1'000'000 95'364 CHF 105'364 CHF 99.84% 99.84%
13.05.2024 9.60% 0.10 CHF 0.11 CHF 1'000'000 1'000'000 1'000'000 1'000'000 99'172 CHF 109'172 CHF 100.00% 100.00%
10.05.2024 10.30% 0.10 CHF 0.11 CHF 1'000'000 1'000'000 1'000'000 1'000'000 92'238 CHF 102'238 CHF 100.00% 100.00%
08.05.2024 8.11% 0.12 CHF 0.13 CHF 1'000'000 1'000'000 999'841 999'841 118'546 CHF 128'546 CHF 99.44% 99.44%
07.05.2024 6.27% 0.13 CHF 0.14 CHF 1'000'000 1'000'000 999'085 999'085 155'364 CHF 165'364 CHF 100.00% 100.00%
06.05.2024 4.76% 0.19 CHF 0.20 CHF 1'000'000 1'000'000 1'000'000 1'000'000 206'816 CHF 216'816 CHF 99.74% 99.74%
03.05.2024 3.75% 0.27 CHF 0.28 CHF 1'000'000 1'000'000 987'353 987'353 270'360 CHF 280'318 CHF 99.28% 99.28%
02.05.2024 3.15% 0.32 CHF 0.33 CHF 1'000'000 1'000'000 1'000'000 1'000'000 312'968 CHF 322'968 CHF 98.90% 98.90%
30.04.2024 3.54% 0.33 CHF 0.34 CHF 1'000'000 1'000'000 999'443 999'443 277'988 CHF 287'988 CHF 99.73% 99.73%

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