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 11.21% 0.16 CHF 0.18 CHF 25'000 25'000 72'686 32'428 12'400 CHF 6'036 CHF 68.81% 68.81%
15.05.2024 6.69% 0.17 CHF 0.19 CHF 187'487 50'000 184'914 49'488 32'969 CHF 9'432 CHF 98.95% 98.95%
14.05.2024 7.62% 0.18 CHF 0.19 CHF 188'518 50'000 198'954 50'000 32'393 CHF 8'799 CHF 100.00% 100.00%
13.05.2024 9.41% 0.15 CHF 0.16 CHF 208'128 50'000 208'252 50'000 31'243 CHF 8'246 CHF 99.76% 99.76%
10.05.2024 8.73% 0.15 CHF 0.16 CHF 215'047 50'000 214'495 50'000 31'409 CHF 7'987 CHF 99.38% 99.38%
08.05.2024 8.94% 0.15 CHF 0.16 CHF 216'957 50'000 240'560 50'000 30'509 CHF 6'966 CHF 99.48% 99.48%
07.05.2024 11.93% 0.11 CHF 0.12 CHF 273'739 50'000 272'667 50'000 28'969 CHF 5'981 CHF 98.92% 98.92%
06.05.2024 11.47% 0.10 CHF 0.11 CHF 293'205 50'000 292'814 49'867 28'309 CHF 5'404 CHF 100.00% 100.00%
03.05.2024 18.90% 0.10 CHF 0.12 CHF 25'000 25'000 25'000 25'000 2'482 CHF 2'999 CHF 98.23% 98.23%
02.05.2024 13.16% 0.09 CHF 0.10 CHF 298'858 50'000 297'694 50'000 27'594 CHF 5'288 CHF 98.26% 98.26%

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