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
17.05.2024 8.75% 0.11 CHF 0.12 CHF 500'000 250'000 500'000 250'000 54'656 CHF 29'828 CHF 99.15% 99.15%
16.05.2024 8.69% 0.11 CHF 0.12 CHF 500'000 250'000 500'000 250'000 55'052 CHF 30'026 CHF 99.36% 99.36%
15.05.2024 8.90% 0.11 CHF 0.12 CHF 500'000 250'000 500'000 250'000 53'727 CHF 29'363 CHF 99.15% 99.15%
14.05.2024 10.19% 0.10 CHF 0.11 CHF 500'000 250'000 500'000 250'000 46'624 CHF 25'812 CHF 99.35% 99.35%
13.05.2024 11.59% 0.08 CHF 0.09 CHF 500'000 250'000 499'832 250'000 40'653 CHF 22'833 CHF 98.85% 98.85%
10.05.2024 10.94% 0.09 CHF 0.10 CHF 500'000 250'000 499'732 250'000 43'209 CHF 24'116 CHF 99.38% 99.38%
08.05.2024 12.31% 0.08 CHF 0.09 CHF 500'000 250'000 500'000 250'000 38'142 CHF 21'571 CHF 99.36% 99.36%
07.05.2024 11.75% 0.08 CHF 0.09 CHF 500'000 250'000 500'000 250'000 40'047 CHF 22'524 CHF 99.37% 99.37%
06.05.2024 12.34% 0.08 CHF 0.09 CHF 500'000 250'000 500'000 250'000 38'037 CHF 21'518 CHF 99.36% 99.36%
03.05.2024 12.74% 0.08 CHF 0.09 CHF 500'000 250'000 499'449 250'000 36'770 CHF 20'907 CHF 99.14% 99.14%

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