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 30.99% 0.05 CHF 0.06 CHF 500'000 500'000 188'149 188'149 9'889 CHF 12'550 CHF 98.29% 98.29%
06.05.2024 23.81% 0.05 CHF 0.06 CHF 500'000 500'000 187'726 187'726 11'168 CHF 13'827 CHF 98.26% 98.26%
03.05.2024 15.93% 0.09 CHF 0.10 CHF 500'000 500'000 186'983 186'983 17'737 CHF 20'390 CHF 99.61% 99.61%
02.05.2024 11.56% 0.14 CHF 0.15 CHF 500'000 500'000 188'136 188'136 27'909 CHF 30'570 CHF 98.14% 98.14%
30.04.2024 14.76% 0.12 CHF 0.13 CHF 500'000 500'000 188'428 188'428 20'774 CHF 23'437 CHF 97.80% 97.80%
29.04.2024 15.29% 0.12 CHF 0.13 CHF 500'000 500'000 190'216 190'216 22'086 CHF 24'763 CHF 96.04% 96.04%
26.04.2024 6.64% 0.16 CHF 0.17 CHF 200'000 200'000 75'590 75'590 17'346 CHF 18'412 CHF 96.33% 96.33%
25.04.2024 3.97% 0.40 CHF 0.41 CHF 200'000 200'000 74'484 74'484 35'103 CHF 36'442 CHF 95.50% 95.50%
24.04.2024 5.37% 0.41 CHF 0.42 CHF 200'000 200'000 75'610 75'610 26'417 CHF 27'484 CHF 97.14% 97.14%
23.04.2024 3.31% 0.42 CHF 0.43 CHF 100'000 100'000 37'558 37'558 18'486 CHF 19'018 CHF 98.52% 98.52%

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