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
15.05.2024 7.93% 0.12 CHF 0.13 CHF 600'000 200'000 600'000 200'000 72'912 CHF 26'304 CHF 98.31% 98.31%
14.05.2024 7.56% 0.11 CHF 0.12 CHF 600'000 200'000 571'826 190'595 73'099 CHF 26'271 CHF 99.35% 99.35%
13.05.2024 6.92% 0.13 CHF 0.14 CHF 600'000 200'000 575'514 191'838 80'240 CHF 28'665 CHF 98.93% 98.93%
10.05.2024 6.51% 0.14 CHF 0.15 CHF 600'000 200'000 507'272 169'091 75'083 CHF 26'719 CHF 99.22% 99.22%
08.05.2024 5.23% 0.16 CHF 0.17 CHF 450'000 150'000 449'685 149'892 86'092 CHF 30'196 CHF 98.61% 98.61%
07.05.2024 2.98% 0.31 CHF 0.32 CHF 300'000 100'000 308'836 102'943 102'207 CHF 35'098 CHF 94.71% 94.71%
06.05.2024 2.68% 0.36 CHF 0.37 CHF 300'000 100'000 299'987 100'000 110'742 CHF 37'916 CHF 99.36% 99.36%
03.05.2024 3.16% 0.34 CHF 0.35 CHF 300'000 100'000 383'723 127'908 118'773 CHF 40'870 CHF 99.27% 99.27%
02.05.2024 3.14% 0.31 CHF 0.32 CHF 300'000 100'000 374'388 124'796 116'938 CHF 40'227 CHF 99.36% 99.36%
30.04.2024 2.53% 0.34 CHF 0.35 CHF 300'000 100'000 300'000 99'998 117'808 CHF 40'269 CHF 99.38% 99.38%

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