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 22.86% 0.04 CHF 0.05 CHF 195'019 50'000 192'781 50'000 8'544 CHF 2'789 CHF 98.13% 98.13%
15.05.2024 28.98% 0.04 CHF 0.05 CHF 204'090 50'000 250'300 49'489 8'299 CHF 2'229 CHF 98.93% 98.93%
14.05.2024 29.06% 0.04 CHF 0.05 CHF 206'186 50'000 211'515 49'266 8'900 CHF 2'776 CHF 87.05% 87.05%
13.05.2024 27.26% 0.04 CHF 0.05 CHF 263'300 50'000 256'663 50'000 9'560 CHF 2'445 CHF 94.59% 94.59%
10.05.2024 20.07% 0.05 CHF 0.06 CHF 223'929 50'000 242'564 50'000 10'930 CHF 2'776 CHF 99.43% 99.43%
08.05.2024 29.14% 0.03 CHF 0.04 CHF 343'905 50'000 303'783 50'000 9'396 CHF 2'075 CHF 100.00% 100.00%
07.05.2024 28.93% 0.03 CHF 0.04 CHF 305'258 50'000 315'805 50'000 9'548 CHF 2'024 CHF 96.44% 96.44%
06.05.2024 28.75% 0.03 CHF 0.04 CHF 368'460 50'000 368'691 50'000 11'023 CHF 1'996 CHF 98.42% 98.42%
03.05.2024 31.93% 0.03 CHF 0.04 CHF 286'847 50'000 348'017 50'000 10'662 CHF 2'121 CHF 93.72% 93.72%
02.05.2024 39.96% 0.03 CHF 0.04 CHF 413'633 50'000 370'451 50'000 10'272 CHF 2'081 CHF 94.62% 94.62%

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