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 13.28% 0.07 CHF 0.08 CHF 750'000 250'000 747'574 249'191 52'538 CHF 20'005 CHF 99.34% 99.34%
15.05.2024 14.18% 0.08 CHF 0.09 CHF 750'000 250'000 747'570 249'190 49'355 CHF 18'943 CHF 98.77% 98.77%
14.05.2024 12.51% 0.08 CHF 0.09 CHF 750'000 250'000 730'638 243'546 54'885 CHF 20'731 CHF 96.85% 96.85%
13.05.2024 10.67% 0.09 CHF 0.10 CHF 600'000 200'000 614'373 204'791 54'525 CHF 20'223 CHF 94.59% 94.59%
10.05.2024 13.87% 0.07 CHF 0.08 CHF 750'000 250'000 750'000 250'000 50'523 CHF 19'341 CHF 99.54% 99.54%
08.05.2024 17.59% 0.05 CHF 0.06 CHF 900'000 300'000 900'000 300'000 46'915 CHF 18'638 CHF 99.58% 99.58%
07.05.2024 21.36% 0.05 CHF 0.06 CHF 900'000 300'000 989'817 389'817 41'635 CHF 20'247 CHF 98.04% 98.04%
06.05.2024 24.58% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 417'727 36'287 CHF 19'224 CHF 97.17% 97.17%
03.05.2024 18.97% 0.04 CHF 0.05 CHF 1'000'000 400'000 1'000'000 400'000 48'059 CHF 23'224 CHF 98.17% 98.17%
02.05.2024 20.49% 0.05 CHF 0.06 CHF 1'000'000 400'000 1'000'000 400'000 44'279 CHF 21'711 CHF 99.27% 99.27%

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