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
29.04.2024 31.83% 0.03 CHF 0.04 CHF 3'000'000 3'000'000 2'977'270 2'977'270 80'089 CHF 109'913 CHF 83.99% 83.99%
26.04.2024 40.60% 0.02 CHF 0.03 CHF 3'000'000 3'000'000 2'965'000 2'965'000 59'300 CHF 89'081 CHF 99.52% 99.52%
25.04.2024 49.23% 0.02 CHF 0.03 CHF 3'000'000 3'000'000 2'969'880 2'969'880 46'541 CHF 76'323 CHF 99.88% 99.88%
24.04.2024 49.97% 0.02 CHF 0.03 CHF 3'000'000 3'000'000 2'971'050 2'971'050 45'416 CHF 75'194 CHF 98.99% 98.99%
23.04.2024 67.25% 0.01 CHF 0.02 CHF 3'000'000 3'000'000 2'970'800 2'970'800 29'708 CHF 59'488 CHF 100.00% 100.00%
22.04.2024 67.33% 0.01 CHF 0.02 CHF 3'000'000 3'000'000 2'966'980 2'966'980 29'670 CHF 59'452 CHF 100.00% 100.00%
19.04.2024 59.95% 0.02 CHF 0.03 CHF 3'000'000 3'000'000 2'966'040 2'966'040 36'129 CHF 65'909 CHF 100.00% 100.00%
18.04.2024 50.53% 0.02 CHF 0.03 CHF 3'000'000 3'000'000 2'971'340 2'971'340 44'570 CHF 74'350 CHF 100.00% 100.00%
17.04.2024 50.62% 0.02 CHF 0.03 CHF 3'000'000 3'000'000 2'966'680 2'966'680 44'500 CHF 74'280 CHF 100.00% 100.00%
16.04.2024 49.67% 0.02 CHF 0.03 CHF 3'000'000 3'000'000 2'967'900 2'967'900 45'891 CHF 75'671 CHF 99.60% 99.60%

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