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 6.57% 0.13 CHF 0.14 CHF 900'000 300'000 899'912 299'971 133'189 CHF 47'396 CHF 93.08% 93.08%
15.05.2024 7.22% 0.16 CHF 0.17 CHF 900'000 300'000 935'045 335'576 125'683 CHF 48'092 CHF 98.33% 98.33%
14.05.2024 8.97% 0.12 CHF 0.13 CHF 1'000'000 400'000 1'000'000 400'000 107'303 CHF 46'921 CHF 99.36% 99.36%
13.05.2024 7.03% 0.12 CHF 0.13 CHF 1'000'000 400'000 941'662 341'662 129'861 CHF 50'198 CHF 98.50% 98.50%
10.05.2024 5.60% 0.18 CHF 0.19 CHF 600'000 200'000 608'483 202'828 105'937 CHF 37'340 CHF 99.36% 99.36%
08.05.2024 9.60% 0.09 CHF 0.10 CHF 1'000'000 400'000 926'275 326'275 92'150 CHF 35'572 CHF 99.35% 99.35%
07.05.2024 12.40% 0.08 CHF 0.09 CHF 1'000'000 400'000 999'858 425'643 76'193 CHF 36'484 CHF 94.64% 94.64%
06.05.2024 13.55% 0.08 CHF 0.09 CHF 1'000'000 400'000 1'000'000 469'341 69'335 CHF 37'048 CHF 99.37% 99.37%
03.05.2024 15.55% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 498'916 59'773 CHF 34'794 CHF 99.35% 99.35%
02.05.2024 16.51% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 55'975 CHF 32'987 CHF 99.37% 99.37%

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