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 78.92% 0.01 CHF 0.02 CHF 500'000 50'000 500'000 50'000 5'055 CHF 1'173 CHF 96.43% 96.43%
06.05.2024 75.34% 0.01 CHF 0.02 CHF 500'000 50'000 500'000 50'000 5'284 CHF 1'160 CHF 99.79% 99.79%
03.05.2024 75.58% 0.02 CHF 0.03 CHF 500'000 50'000 500'000 50'000 5'217 CHF 1'151 CHF 97.56% 97.56%
02.05.2024 77.61% 0.01 CHF 0.02 CHF 500'000 50'000 500'000 50'000 6'193 CHF 1'367 CHF 92.20% 92.20%
30.04.2024 29.36% 0.03 CHF 0.04 CHF 500'000 50'000 500'000 50'000 14'958 CHF 2'011 CHF 99.45% 99.45%
29.04.2024 31.55% 0.03 CHF 0.04 CHF 500'000 50'000 500'000 50'000 17'124 CHF 2'343 CHF 99.32% 99.32%
26.04.2024 26.22% 0.04 CHF 0.05 CHF 500'000 50'000 500'000 50'000 18'696 CHF 2'424 CHF 97.73% 97.73%
25.04.2024 44.23% 0.02 CHF 0.04 CHF 500'000 50'000 500'000 50'000 10'752 CHF 1'687 CHF 97.69% 97.69%
24.04.2024 20.30% 0.03 CHF 0.04 CHF 500'000 50'000 470'354 50'000 22'764 CHF 2'967 CHF 99.90% 99.90%
23.04.2024 33.22% 0.03 CHF 0.04 CHF 500'000 50'000 500'000 50'000 14'338 CHF 1'993 CHF 99.68% 99.68%

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