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
14.05.2024 6.68% 0.16 CHF 0.17 CHF 750'000 250'000 848'901 282'967 122'613 CHF 43'701 CHF 99.27% 99.27%
13.05.2024 7.44% 0.17 CHF 0.18 CHF 750'000 250'000 865'050 288'381 113'313 CHF 40'660 CHF 98.75% 98.75%
10.05.2024 10.72% 0.09 CHF 0.10 CHF 900'000 300'000 900'000 300'000 79'592 CHF 29'531 CHF 99.27% 99.27%
08.05.2024 11.12% 0.08 CHF 0.09 CHF 900'000 300'000 900'000 300'000 76'716 CHF 28'572 CHF 99.27% 99.27%
07.05.2024 9.36% 0.10 CHF 0.11 CHF 900'000 300'000 900'000 299'998 92'044 CHF 33'681 CHF 98.03% 98.03%
06.05.2024 8.64% 0.12 CHF 0.13 CHF 900'000 300'000 900'000 300'000 100'197 CHF 36'399 CHF 99.27% 99.27%
03.05.2024 8.57% 0.11 CHF 0.12 CHF 900'000 300'000 900'000 299'953 100'660 CHF 36'548 CHF 99.11% 99.11%
02.05.2024 7.39% 0.13 CHF 0.14 CHF 900'000 300'000 900'000 300'000 117'551 CHF 42'184 CHF 99.24% 99.24%
30.04.2024 6.64% 0.15 CHF 0.16 CHF 900'000 300'000 893'608 297'883 130'249 CHF 46'397 CHF 98.01% 98.01%
29.04.2024 7.45% 0.14 CHF 0.15 CHF 900'000 300'000 900'000 236'974 116'636 CHF 32'676 CHF 99.07% 99.07%

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