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 7.84% 0.13 CHF 0.14 CHF 600'000 200'000 600'000 200'000 73'707 CHF 26'569 CHF 99.36% 99.36%
13.05.2024 7.74% 0.12 CHF 0.13 CHF 600'000 200'000 584'055 194'685 72'536 CHF 26'125 CHF 98.93% 98.93%
10.05.2024 7.62% 0.13 CHF 0.14 CHF 600'000 200'000 600'000 200'000 75'828 CHF 27'276 CHF 99.36% 99.36%
08.05.2024 8.48% 0.12 CHF 0.13 CHF 600'000 200'000 600'009 200'003 67'830 CHF 24'610 CHF 99.01% 99.01%
07.05.2024 9.80% 0.11 CHF 0.12 CHF 600'000 200'000 616'692 205'564 60'164 CHF 22'110 CHF 94.70% 94.70%
06.05.2024 11.46% 0.08 CHF 0.09 CHF 750'000 250'000 733'365 244'455 60'360 CHF 22'564 CHF 99.36% 99.36%
03.05.2024 12.32% 0.08 CHF 0.09 CHF 750'000 250'000 750'000 250'000 57'325 CHF 21'608 CHF 99.37% 99.37%
02.05.2024 14.80% 0.07 CHF 0.08 CHF 750'000 250'000 750'000 250'000 47'120 CHF 18'207 CHF 99.37% 99.37%
30.04.2024 12.78% 0.07 CHF 0.08 CHF 750'000 250'000 750'000 250'000 55'122 CHF 20'874 CHF 99.36% 99.36%
29.04.2024 11.97% 0.08 CHF 0.09 CHF 750'000 250'000 750'000 250'000 59'000 CHF 22'167 CHF 99.38% 99.38%

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