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 3.71% 0.25 CHF 0.26 CHF 600'000 200'000 599'977 200'000 159'328 CHF 55'112 CHF 98.49% 98.49%
15.05.2024 15.58% 0.07 CHF 0.08 CHF 750'000 250'000 787'889 264'203 47'460 CHF 18'525 CHF 98.32% 98.32%
14.05.2024 30.94% 0.03 CHF 0.04 CHF 1'000'000 400'000 1'000'000 503'428 28'293 CHF 18'839 CHF 99.36% 99.36%
13.05.2024 13.13% 0.10 CHF 0.11 CHF 750'000 250'000 417'780 297'873 31'488 CHF 24'611 CHF 98.80% 98.91%
10.05.2024 13.75% 0.07 CHF 0.08 CHF 1'000'000 400'000 409'429 315'633 27'286 CHF 24'571 CHF 99.37% 99.37%
08.05.2024 28.34% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 555'702 30'407 CHF 22'420 CHF 99.36% 99.36%
07.05.2024 40.26% 0.03 CHF 0.04 CHF 1'000'000 750'000 999'965 749'968 20'600 CHF 22'949 CHF 94.61% 94.61%
06.05.2024 54.73% 0.02 CHF 0.03 CHF 1'000'000 750'000 1'000'000 750'000 14'476 CHF 18'357 CHF 99.38% 99.38%
03.05.2024 63.33% 0.01 CHF 0.02 CHF 1'000'000 750'000 1'000'000 750'000 11'252 CHF 15'939 CHF 75.20% 99.36%
02.05.2024 45.31% 0.01 CHF 0.02 CHF 1'000'000 750'000 1'000'000 747'553 19'791 CHF 22'226 CHF 99.31% 99.36%

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