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
10.05.2024 6.87% 0.15 CHF 0.16 CHF 500'000 100'000 499'976 100'000 70'492 CHF 15'099 CHF 99.27% 99.27%
08.05.2024 7.11% 0.13 CHF 0.14 CHF 500'000 100'000 500'000 100'000 68'334 CHF 14'667 CHF 99.27% 99.27%
07.05.2024 5.61% 0.17 CHF 0.18 CHF 500'000 100'000 500'000 99'988 86'806 CHF 18'359 CHF 98.13% 98.13%
06.05.2024 5.21% 0.20 CHF 0.21 CHF 500'000 100'000 500'000 100'000 93'802 CHF 19'760 CHF 99.27% 99.27%
03.05.2024 5.30% 0.18 CHF 0.19 CHF 500'000 100'000 500'000 100'000 92'037 CHF 19'407 CHF 99.17% 99.17%
02.05.2024 4.73% 0.20 CHF 0.21 CHF 500'000 100'000 500'000 100'000 103'344 CHF 21'669 CHF 99.27% 99.27%
30.04.2024 4.36% 0.23 CHF 0.24 CHF 500'000 100'000 500'000 100'000 112'335 CHF 23'467 CHF 98.15% 98.15%
29.04.2024 4.98% 0.21 CHF 0.22 CHF 500'000 100'000 500'000 100'000 97'948 CHF 20'590 CHF 99.21% 99.21%
26.04.2024 4.11% 0.24 CHF 0.25 CHF 500'000 100'000 500'000 100'000 119'285 CHF 24'857 CHF 99.27% 99.27%
25.04.2024 4.21% 0.23 CHF 0.24 CHF 500'000 100'000 500'000 100'000 116'677 CHF 24'335 CHF 97.47% 97.47%

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