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 9.68% 0.10 CHF 0.11 CHF 500'000 200'000 499'588 200'000 49'160 CHF 21'682 CHF 98.59% 98.59%
15.05.2024 12.48% 0.09 CHF 0.10 CHF 500'000 200'000 500'000 200'000 37'970 CHF 17'188 CHF 94.34% 94.34%
14.05.2024 13.36% 0.07 CHF 0.08 CHF 500'000 200'000 500'000 200'000 34'943 CHF 15'977 CHF 98.98% 98.98%
13.05.2024 13.76% 0.07 CHF 0.08 CHF 500'000 200'000 500'000 200'000 34'037 CHF 15'615 CHF 95.49% 95.49%
10.05.2024 15.73% 0.06 CHF 0.07 CHF 500'000 200'000 500'000 200'000 29'431 CHF 13'773 CHF 97.14% 97.14%
08.05.2024 20.76% 0.05 CHF 0.06 CHF 500'000 200'000 492'698 200'000 22'071 CHF 10'945 CHF 99.32% 99.32%
07.05.2024 25.66% 0.04 CHF 0.05 CHF 500'000 200'000 315'942 200'000 12'251 CHF 9'807 CHF 84.47% 84.47%
06.05.2024 40.00% 0.03 CHF 0.05 CHF 200'000 200'000 200'000 200'000 6'000 CHF 9'000 CHF 92.67% 92.67%
03.05.2024 37.85% 0.03 CHF 0.04 CHF 200'000 200'000 200'000 200'000 5'999 CHF 8'800 CHF 92.31% 92.31%
02.05.2024 41.23% 0.03 CHF 0.05 CHF 200'000 200'000 200'000 200'000 5'933 CHF 9'000 CHF 93.09% 93.09%

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