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
18.04.2024 20.00% 0.05 CHF 0.06 CHF 2'168'200 2'168'200 2'168'200 2'168'200 97'571 CHF 119'253 CHF 100.00% 100.00%
17.04.2024 19.82% 0.05 CHF 0.06 CHF 2'099'800 2'099'800 2'094'240 2'094'240 95'672 CHF 116'655 CHF 100.00% 100.00%
16.04.2024 18.73% 0.05 CHF 0.06 CHF 2'052'400 2'052'400 2'053'000 2'053'000 99'543 CHF 120'073 CHF 99.63% 99.63%
15.04.2024 18.29% 0.05 CHF 0.06 CHF 2'015'800 2'015'800 2'022'620 2'022'620 100'568 CHF 120'794 CHF 99.57% 99.57%
12.04.2024 19.15% 0.05 CHF 0.06 CHF 2'025'300 2'025'300 2'025'300 2'025'300 95'875 CHF 116'128 CHF 100.00% 100.00%
11.04.2024 18.73% 0.05 CHF 0.06 CHF 1'691'900 1'691'900 1'691'870 1'691'870 82'044 CHF 98'963 CHF 99.97% 99.97%
10.04.2024 16.46% 0.06 CHF 0.07 CHF 1'834'700 1'834'700 1'835'920 1'835'920 102'524 CHF 120'884 CHF 100.00% 100.00%
09.04.2024 17.13% 0.06 CHF 0.07 CHF 1'946'200 1'946'200 1'932'300 1'932'300 103'400 CHF 122'723 CHF 99.80% 99.80%
08.04.2024 16.77% 0.05 CHF 0.06 CHF 1'582'000 1'582'000 1'621'260 1'621'260 88'646 CHF 104'859 CHF 100.00% 100.00%
05.04.2024 15.39% 0.06 CHF 0.07 CHF 1'776'200 1'776'200 1'739'800 1'739'800 104'383 CHF 121'781 CHF 100.00% 100.00%

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