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 4.18% 0.38 CHF 0.40 CHF 30'000 3'000 29'602 11'629 10'652 CHF 4'416 CHF 96.76% 96.76%
15.05.2024 5.06% 0.28 CHF 0.30 CHF 30'000 30'000 28'293 28'293 8'731 CHF 9'159 CHF 97.15% 97.16%
14.05.2024 7.94% 0.26 CHF 0.27 CHF 40'000 40'000 39'968 39'968 7'005 CHF 7'568 CHF 99.46% 99.46%
13.05.2024 6.35% 0.22 CHF 0.23 CHF 40'000 40'000 39'802 39'802 8'633 CHF 9'195 CHF 98.76% 98.76%
10.05.2024 5.85% 0.24 CHF 0.25 CHF 50'000 50'000 50'000 50'000 12'200 CHF 12'933 CHF 98.73% 98.73%
08.05.2024 8.04% 0.16 CHF 0.17 CHF 50'000 50'000 50'000 50'000 8'390 CHF 9'090 CHF 99.03% 99.03%
07.05.2024 8.12% 0.17 CHF 0.19 CHF 50'000 50'000 49'936 49'936 8'322 CHF 9'022 CHF 100.00% 100.00%
06.05.2024 11.24% 0.12 CHF 0.13 CHF 50'000 50'000 50'000 50'000 5'920 CHF 6'620 CHF 100.00% 100.00%
03.05.2024 16.34% 0.08 CHF 0.10 CHF 50'000 50'000 50'000 50'000 3'956 CHF 4'656 CHF 99.97% 99.97%
02.05.2024 19.14% 0.05 CHF 0.07 CHF 50'000 50'000 49'996 49'996 3'333 CHF 4'033 CHF 100.00% 100.00%

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