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
21.05.2024 33.36% 0.03 CHF 0.04 CHF 2'755'800 2'755'800 2'759'520 2'759'520 69'017 CHF 96'635 CHF 100.00% 100.00%
17.05.2024 31.14% 0.03 CHF 0.04 CHF 2'672'000 2'672'000 2'662'300 2'662'300 72'706 CHF 99'329 CHF 100.00% 100.00%
16.05.2024 28.64% 0.03 CHF 0.04 CHF 2'640'400 2'640'400 2'627'080 2'627'080 78'743 CHF 105'038 CHF 100.00% 100.00%
15.05.2024 28.68% 0.03 CHF 0.04 CHF 2'566'600 2'566'600 2'528'840 2'528'840 75'865 CHF 101'221 CHF 100.00% 100.00%
14.05.2024 28.57% 0.03 CHF 0.04 CHF 2'601'500 2'601'500 2'624'490 2'624'490 78'735 CHF 104'980 CHF 99.98% 99.98%
13.05.2024 28.70% 0.03 CHF 0.04 CHF 2'752'800 2'752'800 2'758'790 2'758'790 82'383 CHF 109'971 CHF 100.00% 100.00%
10.05.2024 29.66% 0.03 CHF 0.04 CHF 2'744'000 2'744'000 2'717'520 2'717'520 78'380 CHF 105'555 CHF 100.00% 100.00%
08.05.2024 33.34% 0.03 CHF 0.04 CHF 2'744'500 2'744'500 2'743'320 2'743'320 68'583 CHF 96'020 CHF 99.06% 99.06%
07.05.2024 31.93% 0.03 CHF 0.04 CHF 2'821'500 2'821'500 2'809'300 2'809'300 74'395 CHF 102'491 CHF 97.81% 97.81%
06.05.2024 33.33% 0.03 CHF 0.04 CHF 2'887'100 2'887'100 2'894'540 2'894'540 72'364 CHF 101'309 CHF 100.00% 100.00%

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