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 4.31% 0.21 CHF 0.22 CHF 1'500'000 200'000 1'500'000 200'000 340'907 CHF 47'454 CHF 99.36% 99.36%
15.05.2024 4.58% 0.22 CHF 0.23 CHF 1'500'000 200'000 1'500'000 200'000 320'478 CHF 44'730 CHF 99.14% 99.14%
14.05.2024 6.53% 0.18 CHF 0.19 CHF 1'500'000 200'000 1'500'000 200'000 224'014 CHF 31'869 CHF 99.35% 99.35%
13.05.2024 9.78% 0.11 CHF 0.12 CHF 1'500'000 200'000 1'500'000 204'043 146'809 CHF 21'974 CHF 98.85% 98.85%
10.05.2024 7.59% 0.12 CHF 0.13 CHF 1'500'000 200'000 1'500'000 210'395 191'493 CHF 28'784 CHF 99.36% 99.36%
08.05.2024 10.34% 0.09 CHF 0.10 CHF 1'500'000 250'000 1'500'000 250'000 138'095 CHF 25'516 CHF 99.37% 99.37%
07.05.2024 8.98% 0.11 CHF 0.12 CHF 1'500'000 250'000 1'500'000 250'000 160'105 CHF 29'184 CHF 99.37% 99.37%
06.05.2024 10.14% 0.10 CHF 0.11 CHF 1'500'000 250'000 1'500'000 250'000 141'215 CHF 26'036 CHF 99.36% 99.36%
03.05.2024 9.62% 0.09 CHF 0.10 CHF 1'500'000 250'000 1'500'000 250'000 148'999 CHF 27'333 CHF 99.13% 99.13%
02.05.2024 13.09% 0.06 CHF 0.07 CHF 1'500'000 250'000 1'500'000 250'000 107'921 CHF 20'487 CHF 99.34% 99.34%

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