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
22.04.2024 11.87% 0.09 CHF 0.10 CHF 1'239'500 1'239'500 554'684 554'684 45'336 CHF 50'895 CHF 99.99% 99.99%
19.04.2024 13.42% 0.08 CHF 0.09 CHF 1'355'100 1'355'100 631'360 631'360 45'402 CHF 51'728 CHF 99.98% 99.98%
18.04.2024 13.08% 0.07 CHF 0.08 CHF 1'411'900 1'411'900 631'858 631'858 45'357 CHF 51'687 CHF 100.00% 100.00%
17.04.2024 12.61% 0.07 CHF 0.08 CHF 1'351'000 1'351'000 582'359 582'359 43'808 CHF 49'649 CHF 99.99% 99.99%
16.04.2024 11.97% 0.08 CHF 0.09 CHF 1'244'500 1'244'500 557'793 557'793 44'623 CHF 50'211 CHF 99.70% 99.70%
15.04.2024 11.95% 0.08 CHF 0.09 CHF 1'251'600 1'251'600 560'376 560'376 45'012 CHF 50'626 CHF 99.84% 99.84%
12.04.2024 11.31% 0.09 CHF 0.10 CHF 1'157'800 1'157'800 518'277 518'277 44'054 CHF 49'246 CHF 100.00% 100.00%
11.04.2024 11.26% 0.09 CHF 0.10 CHF 1'160'600 1'160'600 519'806 519'806 44'364 CHF 49'572 CHF 99.84% 99.84%
10.04.2024 10.46% 0.09 CHF 0.10 CHF 1'078'600 1'078'600 482'819 482'819 43'628 CHF 48'466 CHF 97.85% 97.85%
09.04.2024 10.35% 0.10 CHF 0.11 CHF 1'110'100 1'110'100 487'691 487'691 46'744 CHF 51'630 CHF 99.90% 99.90%

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