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
07.05.2024 11.33% 0.10 CHF 0.11 CHF 400'000 400'000 479'765 479'962 40'036 CHF 44'854 CHF 94.64% 94.64%
06.05.2024 13.35% 0.08 CHF 0.09 CHF 500'000 500'000 510'274 510'280 35'744 CHF 40'847 CHF 99.27% 99.37%
03.05.2024 18.18% 0.06 CHF 0.07 CHF 750'000 750'000 719'455 719'466 36'718 CHF 43'914 CHF 99.35% 99.35%
02.05.2024 13.39% 0.04 CHF 0.05 CHF 750'000 750'000 548'616 547'980 38'415 CHF 43'860 CHF 99.36% 99.36%
30.04.2024 11.07% 0.09 CHF 0.10 CHF 400'000 400'000 486'415 486'640 41'601 CHF 46'488 CHF 99.36% 99.36%
29.04.2024 8.38% 0.10 CHF 0.11 CHF 400'000 400'000 400'000 399'942 45'815 CHF 49'809 CHF 85.52% 85.52%
26.04.2024 9.50% 0.10 CHF 0.11 CHF 400'000 400'000 445'174 445'174 44'633 CHF 49'085 CHF 99.36% 99.36%
25.04.2024 9.00% 0.09 CHF 0.10 CHF 500'000 500'000 418'816 418'744 44'405 CHF 48'585 CHF 99.36% 99.36%
24.04.2024 6.95% 0.13 CHF 0.14 CHF 400'000 400'000 429'460 399'110 60'859 CHF 59'936 CHF 99.36% 99.36%
23.04.2024 4.13% 0.24 CHF 0.25 CHF 900'000 300'000 897'331 299'123 212'890 CHF 73'958 CHF 99.38% 99.38%

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