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
24.04.2024 14.02% 0.06 CHF 0.07 CHF 500'000 200'000 500'000 200'000 28'741 CHF 13'229 CHF 99.47% 99.47%
23.04.2024 11.25% 0.07 CHF 0.08 CHF 500'000 200'000 500'000 200'000 35'324 CHF 15'814 CHF 99.15% 99.15%
22.04.2024 13.15% 0.07 CHF 0.07 CHF 500'000 200'000 483'317 195'829 30'166 CHF 13'894 CHF 100.00% 100.00%
19.04.2024 14.36% 0.06 CHF 0.07 CHF 500'000 200'000 500'000 200'000 26'783 CHF 12'364 CHF 99.37% 99.37%
18.04.2024 14.89% 0.05 CHF 0.06 CHF 500'000 200'000 500'000 200'000 25'476 CHF 11'829 CHF 93.88% 93.88%
17.04.2024 15.49% 0.05 CHF 0.06 CHF 500'000 200'000 500'000 200'000 25'044 CHF 11'699 CHF 87.13% 87.13%
16.04.2024 14.42% 0.05 CHF 0.06 CHF 500'000 200'000 500'000 200'000 26'975 CHF 12'465 CHF 98.49% 98.49%
15.04.2024 13.51% 0.06 CHF 0.07 CHF 500'000 200'000 500'000 200'000 29'210 CHF 13'377 CHF 89.84% 89.84%
12.04.2024 12.91% 0.06 CHF 0.07 CHF 500'000 200'000 500'000 200'000 30'418 CHF 13'847 CHF 98.10% 98.10%
11.04.2024 12.43% 0.06 CHF 0.07 CHF 500'000 200'000 495'567 197'882 31'925 CHF 14'423 CHF 91.70% 91.70%

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