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 36.48% 0.02 CHF 0.03 CHF 900'000 300'000 900'000 300'000 20'775 CHF 9'925 CHF 99.17% 99.17%
15.05.2024 57.41% 0.02 CHF 0.03 CHF 900'000 300'000 900'000 300'000 12'125 CHF 7'042 CHF 99.37% 99.37%
14.05.2024 66.67% 0.01 CHF 0.02 CHF 900'000 300'000 900'000 300'000 9'000 CHF 6'000 CHF 99.15% 99.15%
13.05.2024 60.95% 0.01 CHF 0.02 CHF 900'000 300'000 900'000 300'000 10'931 CHF 6'644 CHF 98.57% 98.57%
10.05.2024 41.20% 0.01 CHF 0.02 CHF 900'000 300'000 900'000 300'000 17'594 CHF 8'865 CHF 99.17% 99.17%
08.05.2024 39.94% 0.02 CHF 0.03 CHF 900'000 300'000 900'000 300'000 18'049 CHF 9'016 CHF 99.17% 99.17%
07.05.2024 40.00% 0.02 CHF 0.03 CHF 900'000 300'000 900'000 300'000 18'000 CHF 9'000 CHF 97.93% 97.93%
06.05.2024 41.78% 0.02 CHF 0.03 CHF 900'000 300'000 900'000 300'000 17'399 CHF 8'800 CHF 99.17% 99.17%
03.05.2024 44.56% 0.02 CHF 0.03 CHF 900'000 300'000 900'000 300'000 16'462 CHF 8'487 CHF 99.16% 99.16%
02.05.2024 30.54% 0.02 CHF 0.03 CHF 900'000 300'000 900'000 300'000 26'005 CHF 11'668 CHF 99.15% 99.15%

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