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 12.62% 0.09 CHF 0.10 CHF 600'000 300'000 684'302 352'825 50'840 CHF 29'724 CHF 98.91% 98.91%
13.05.2024 14.30% 0.08 CHF 0.09 CHF 675'000 350'000 774'357 396'667 50'255 CHF 29'732 CHF 99.12% 99.12%
10.05.2024 12.42% 0.07 CHF 0.08 CHF 775'000 400'000 660'519 343'935 49'874 CHF 29'408 CHF 96.48% 96.48%
08.05.2024 10.15% 0.09 CHF 0.10 CHF 575'000 300'000 538'492 409'169 50'331 CHF 43'160 CHF 99.17% 99.17%
07.05.2024 7.78% 0.12 CHF 0.13 CHF 425'000 425'000 417'898 417'898 51'641 CHF 55'820 CHF 98.92% 98.92%
06.05.2024 7.32% 0.13 CHF 0.14 CHF 375'000 375'000 394'786 394'786 51'949 CHF 55'897 CHF 98.97% 98.97%
03.05.2024 7.72% 0.12 CHF 0.13 CHF 425'000 425'000 413'735 413'735 51'531 CHF 55'669 CHF 97.51% 97.51%
02.05.2024 6.97% 0.13 CHF 0.14 CHF 425'000 425'000 377'775 377'774 52'335 CHF 56'113 CHF 79.03% 79.03%
30.04.2024 4.99% 0.16 CHF 0.17 CHF 300'000 300'000 262'885 262'885 51'427 CHF 54'056 CHF 99.18% 99.18%
29.04.2024 7.12% 0.21 CHF 0.22 CHF 275'000 275'000 389'563 389'563 52'866 CHF 56'761 CHF 31.46% 31.46%

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