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
08.05.2024 67.34% 0.02 CHF 0.04 CHF 500'000 200'000 468'139 200'000 8'445 CHF 7'240 CHF 100.00% 100.00%
07.05.2024 65.40% 0.02 CHF 0.04 CHF 500'000 200'000 500'000 200'000 9'317 CHF 7'347 CHF 98.13% 98.13%
06.05.2024 92.02% 0.01 CHF 0.03 CHF 200'000 200'000 200'000 200'000 2'136 CHF 5'762 CHF 100.00% 100.00%
03.05.2024 88.29% 0.01 CHF 0.03 CHF 200'000 200'000 200'000 200'000 2'282 CHF 5'882 CHF 96.54% 96.54%
02.05.2024 75.84% 0.01 CHF 0.03 CHF 200'000 200'000 200'723 200'000 3'019 CHF 6'655 CHF 92.16% 92.16%
30.04.2024 74.91% 0.02 CHF 0.03 CHF 200'000 200'000 200'000 200'000 3'038 CHF 6'673 CHF 99.86% 99.86%
29.04.2024 69.05% 0.02 CHF 0.03 CHF 200'000 200'000 406'462 200'000 7'109 CHF 7'094 CHF 99.89% 99.89%
26.04.2024 72.92% 0.02 CHF 0.04 CHF 200'000 200'000 211'330 200'000 3'368 CHF 6'808 CHF 93.63% 93.63%
25.04.2024 72.19% 0.02 CHF 0.03 CHF 200'000 200'000 240'576 200'000 3'968 CHF 6'936 CHF 99.35% 99.35%
24.04.2024 65.69% 0.02 CHF 0.04 CHF 500'000 200'000 488'986 200'000 9'359 CHF 7'541 CHF 99.47% 99.47%

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