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 6.97% 0.15 CHF 0.16 CHF 1'000'000 250'000 1'000'000 250'000 138'761 CHF 37'190 CHF 99.37% 99.37%
15.05.2024 7.65% 0.12 CHF 0.13 CHF 1'000'000 250'000 1'000'000 250'000 125'981 CHF 33'995 CHF 99.38% 99.38%
14.05.2024 6.92% 0.13 CHF 0.14 CHF 1'000'000 250'000 1'000'000 250'000 139'955 CHF 37'489 CHF 99.37% 99.37%
13.05.2024 7.14% 0.13 CHF 0.14 CHF 1'000'000 250'000 1'000'000 250'000 135'176 CHF 36'294 CHF 98.80% 98.80%
10.05.2024 6.78% 0.14 CHF 0.15 CHF 1'000'000 250'000 1'000'000 250'000 142'579 CHF 38'145 CHF 99.36% 99.36%
08.05.2024 5.62% 0.17 CHF 0.18 CHF 1'000'000 250'000 1'000'000 250'000 173'167 CHF 45'792 CHF 99.37% 99.37%
07.05.2024 4.59% 0.20 CHF 0.21 CHF 1'000'000 250'000 1'000'000 250'000 213'176 CHF 55'794 CHF 98.15% 98.15%
06.05.2024 4.33% 0.22 CHF 0.23 CHF 1'000'000 250'000 1'000'000 250'000 226'243 CHF 59'061 CHF 99.37% 99.37%
03.05.2024 3.89% 0.24 CHF 0.25 CHF 1'000'000 250'000 1'000'000 250'000 252'454 CHF 65'613 CHF 99.34% 99.34%
02.05.2024 3.77% 0.25 CHF 0.26 CHF 1'000'000 250'000 1'000'000 250'000 260'065 CHF 67'516 CHF 99.35% 99.35%

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