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 15.37% 0.06 CHF 0.07 CHF 2'568'500 2'568'500 2'565'410 2'565'410 154'437 CHF 180'115 CHF 100.00% 100.00%
15.05.2024 13.21% 0.07 CHF 0.08 CHF 2'480'300 2'480'300 2'473'850 2'473'850 175'895 CHF 200'698 CHF 100.00% 100.00%
14.05.2024 12.38% 0.08 CHF 0.09 CHF 2'657'200 2'657'200 2'722'680 2'722'680 206'411 CHF 233'638 CHF 99.71% 99.71%
13.05.2024 12.93% 0.07 CHF 0.08 CHF 2'500'700 2'500'700 2'500'700 2'500'700 181'130 CHF 206'137 CHF 99.49% 99.49%
10.05.2024 12.53% 0.08 CHF 0.09 CHF 2'345'800 2'345'800 2'345'800 2'345'800 175'518 CHF 198'976 CHF 100.00% 100.00%
08.05.2024 11.78% 0.08 CHF 0.09 CHF 2'362'800 2'362'800 2'362'800 2'362'800 188'775 CHF 212'403 CHF 98.62% 98.62%
07.05.2024 11.69% 0.08 CHF 0.09 CHF 2'213'600 2'213'600 2'213'510 2'213'510 178'418 CHF 200'554 CHF 99.42% 99.42%
06.05.2024 11.11% 0.09 CHF 0.10 CHF 2'153'500 2'153'500 2'157'200 2'157'200 183'362 CHF 204'934 CHF 100.00% 100.00%
03.05.2024 10.75% 0.09 CHF 0.10 CHF 2'053'900 2'053'900 2'047'820 2'047'820 180'375 CHF 200'853 CHF 100.00% 100.00%
02.05.2024 11.13% 0.09 CHF 0.10 CHF 2'366'200 2'366'200 2'318'190 2'318'190 197'004 CHF 220'185 CHF 98.56% 98.56%

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