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 12.05% 0.08 CHF 0.09 CHF 1'000'000 400'000 998'613 398'613 78'060 CHF 35'135 CHF 99.10% 99.10%
15.05.2024 8.76% 0.10 CHF 0.11 CHF 900'000 300'000 899'296 299'765 98'225 CHF 35'739 CHF 99.72% 99.72%
14.05.2024 8.06% 0.11 CHF 0.12 CHF 900'000 300'000 830'071 276'690 98'875 CHF 35'725 CHF 93.45% 93.45%
13.05.2024 12.19% 0.10 CHF 0.11 CHF 900'000 300'000 977'868 377'980 76'438 CHF 33'019 CHF 98.33% 98.33%
10.05.2024 16.22% 0.08 CHF 0.09 CHF 1'000'000 400'000 1'000'000 485'930 57'332 CHF 32'564 CHF 96.45% 96.45%
08.05.2024 16.91% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 54'531 CHF 32'266 CHF 99.64% 99.64%
07.05.2024 15.32% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 60'502 CHF 35'251 CHF 98.49% 98.49%
06.05.2024 11.15% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 415'620 85'520 CHF 39'454 CHF 98.56% 98.56%
03.05.2024 8.94% 0.10 CHF 0.11 CHF 1'000'000 400'000 998'194 398'194 107'097 CHF 46'691 CHF 99.47% 99.47%
02.05.2024 7.09% 0.13 CHF 0.14 CHF 900'000 300'000 900'025 300'025 122'528 CHF 43'845 CHF 99.50% 99.50%

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