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
29.05.2024 8.75% 0.12 CHF 0.13 CHF 600'000 200'000 696'799 232'266 76'157 CHF 27'708 CHF 99.38% 99.38%
28.05.2024 12.01% 0.09 CHF 0.10 CHF 750'000 250'000 811'311 270'437 63'566 CHF 23'893 CHF 99.34% 99.34%
27.05.2024 12.89% 0.07 CHF 0.08 CHF 900'000 300'000 900'000 300'000 65'565 CHF 24'855 CHF 98.93% 98.93%
24.05.2024 13.33% 0.07 CHF 0.08 CHF 900'000 300'000 900'000 300'000 63'011 CHF 24'004 CHF 99.37% 99.37%
23.05.2024 18.85% 0.06 CHF 0.07 CHF 1'000'000 400'000 1'000'000 402'744 48'535 CHF 23'550 CHF 95.94% 95.94%
22.05.2024 14.05% 0.05 CHF 0.06 CHF 1'000'000 400'000 912'429 312'429 60'640 CHF 23'819 CHF 99.40% 99.40%
21.05.2024 11.10% 0.06 CHF 0.07 CHF 900'000 300'000 795'266 265'089 67'936 CHF 25'296 CHF 96.59% 96.59%
17.05.2024 11.53% 0.09 CHF 0.10 CHF 900'000 300'000 900'000 300'000 73'774 CHF 27'591 CHF 99.41% 99.41%
16.05.2024 13.18% 0.08 CHF 0.09 CHF 900'000 300'000 946'742 346'742 67'165 CHF 28'032 CHF 99.37% 99.37%
15.05.2024 15.51% 0.06 CHF 0.07 CHF 1'000'000 400'000 1'000'000 400'000 59'552 CHF 27'821 CHF 99.40% 99.40%

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