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 7.29% 0.12 CHF 0.13 CHF 1'000'000 400'000 908'024 308'024 120'218 CHF 43'795 CHF 98.49% 98.49%
15.05.2024 6.63% 0.13 CHF 0.14 CHF 900'000 300'000 900'000 300'000 131'703 CHF 46'901 CHF 98.31% 98.31%
14.05.2024 6.46% 0.14 CHF 0.15 CHF 900'000 300'000 900'000 300'000 134'906 CHF 47'969 CHF 99.36% 99.36%
13.05.2024 6.89% 0.14 CHF 0.15 CHF 900'000 300'000 903'882 303'882 126'763 CHF 45'656 CHF 98.92% 98.92%
10.05.2024 6.80% 0.13 CHF 0.14 CHF 1'000'000 400'000 909'467 309'467 129'560 CHF 47'102 CHF 99.37% 99.37%
08.05.2024 6.47% 0.15 CHF 0.16 CHF 900'000 300'000 859'069 286'356 128'419 CHF 45'670 CHF 99.37% 99.37%
07.05.2024 5.41% 0.19 CHF 0.20 CHF 750'000 250'000 750'000 250'000 135'082 CHF 47'527 CHF 94.72% 94.72%
06.05.2024 5.30% 0.18 CHF 0.19 CHF 750'000 250'000 750'000 250'000 137'783 CHF 48'428 CHF 99.36% 99.36%
03.05.2024 5.40% 0.18 CHF 0.19 CHF 750'000 250'000 750'000 250'000 135'345 CHF 47'615 CHF 99.36% 99.36%
02.05.2024 5.69% 0.18 CHF 0.19 CHF 750'000 250'000 750'000 250'000 128'155 CHF 45'218 CHF 99.37% 99.37%

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