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 9.23% 0.09 CHF 0.10 CHF 1'000'000 25'000 1'000'000 25'000 104'616 CHF 2'865 CHF 99.37% 99.37%
15.05.2024 8.95% 0.12 CHF 0.13 CHF 1'000'000 25'000 999'999 25'000 107'289 CHF 2'932 CHF 98.66% 98.66%
14.05.2024 16.35% 0.05 CHF 0.06 CHF 1'000'000 50'000 1'000'000 49'999 56'883 CHF 3'344 CHF 99.35% 99.35%
13.05.2024 12.73% 0.08 CHF 0.09 CHF 1'000'000 50'000 1'000'000 89'539 73'900 CHF 7'393 CHF 98.85% 98.85%
10.05.2024 8.84% 0.12 CHF 0.13 CHF 1'000'000 150'000 1'000'000 150'000 109'134 CHF 17'870 CHF 96.13% 96.13%
08.05.2024 13.95% 0.08 CHF 0.09 CHF 1'000'000 150'000 1'000'000 150'000 66'862 CHF 11'529 CHF 99.37% 99.37%
07.05.2024 14.57% 0.07 CHF 0.08 CHF 1'000'000 150'000 1'000'000 150'000 63'912 CHF 11'087 CHF 99.37% 99.37%
06.05.2024 13.41% 0.07 CHF 0.08 CHF 1'000'000 150'000 1'000'000 150'000 69'793 CHF 11'969 CHF 99.36% 99.36%
03.05.2024 12.97% 0.08 CHF 0.09 CHF 1'000'000 150'000 1'000'000 150'000 72'201 CHF 12'330 CHF 99.14% 99.14%
02.05.2024 12.49% 0.07 CHF 0.08 CHF 1'000'000 150'000 1'000'000 150'000 75'379 CHF 12'807 CHF 99.33% 99.33%

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