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
02.05.2024 24.92% 0.04 CHF 0.05 CHF 1'318'200 1'318'200 486'744 486'744 17'668 CHF 22'542 CHF 99.98% 99.98%
30.04.2024 20.57% 0.04 CHF 0.05 CHF 1'096'000 1'096'000 604'582 604'582 26'618 CHF 32'677 CHF 99.70% 99.70%
29.04.2024 20.32% 0.05 CHF 0.06 CHF 1'138'000 1'138'000 630'502 630'502 28'373 CHF 34'690 CHF 98.03% 98.03%
26.04.2024 20.31% 0.05 CHF 0.06 CHF 1'139'400 1'139'400 628'237 628'237 28'271 CHF 34'565 CHF 99.32% 99.32%
25.04.2024 23.12% 0.04 CHF 0.05 CHF 1'250'900 1'250'900 681'981 681'981 27'279 CHF 34'191 CHF 100.00% 100.00%
23.04.2024 24.86% 0.04 CHF 0.05 CHF 1'269'800 1'269'800 728'468 728'468 26'879 CHF 34'191 CHF 99.24% 99.24%
22.04.2024 22.66% 0.04 CHF 0.05 CHF 1'110'000 1'110'000 610'939 610'939 24'432 CHF 30'569 CHF 99.86% 99.86%
19.04.2024 20.76% 0.05 CHF 0.06 CHF 1'132'800 1'132'800 617'065 617'065 27'768 CHF 34'025 CHF 99.99% 99.99%
18.04.2024 20.75% 0.05 CHF 0.06 CHF 1'188'300 1'188'300 655'153 655'153 28'946 CHF 35'510 CHF 100.00% 100.00%
17.04.2024 22.75% 0.04 CHF 0.05 CHF 1'234'700 1'234'700 679'166 679'166 27'345 CHF 34'183 CHF 99.14% 99.14%

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