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
16.05.2024 6.79% 0.14 CHF 0.15 CHF 750'000 250'000 729'973 243'324 103'859 CHF 37'053 CHF 99.37% 99.37%
15.05.2024 7.69% 0.13 CHF 0.14 CHF 750'000 250'000 750'000 250'000 93'966 CHF 33'822 CHF 99.38% 99.38%
14.05.2024 8.18% 0.12 CHF 0.13 CHF 750'000 250'000 750'000 250'000 88'248 CHF 31'916 CHF 99.36% 99.36%
13.05.2024 7.26% 0.13 CHF 0.14 CHF 750'000 250'000 750'000 250'000 99'618 CHF 35'706 CHF 98.79% 98.79%
10.05.2024 6.84% 0.14 CHF 0.15 CHF 750'000 250'000 750'000 250'000 105'933 CHF 37'811 CHF 99.36% 99.36%
08.05.2024 7.33% 0.14 CHF 0.15 CHF 750'000 250'000 750'000 250'000 98'656 CHF 35'385 CHF 99.37% 99.37%
07.05.2024 8.69% 0.12 CHF 0.13 CHF 750'000 250'000 838'559 279'520 92'290 CHF 33'558 CHF 98.16% 98.16%
06.05.2024 8.25% 0.11 CHF 0.12 CHF 750'000 250'000 753'965 251'322 87'770 CHF 31'770 CHF 99.38% 99.38%
03.05.2024 8.67% 0.11 CHF 0.12 CHF 900'000 300'000 839'147 279'716 92'549 CHF 33'647 CHF 99.35% 99.35%
02.05.2024 8.28% 0.10 CHF 0.11 CHF 900'000 300'000 900'000 300'000 105'163 CHF 38'054 CHF 99.35% 99.35%

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