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
14.05.2024 6.37% 0.15 CHF 0.16 CHF 900'000 100'000 804'635 100'000 122'436 CHF 16'265 CHF 99.15% 99.15%
13.05.2024 6.29% 0.15 CHF 0.16 CHF 900'000 100'000 839'603 100'000 129'451 CHF 16'519 CHF 98.58% 98.58%
10.05.2024 6.47% 0.16 CHF 0.17 CHF 750'000 100'000 876'095 99'988 131'282 CHF 16'015 CHF 99.17% 99.17%
08.05.2024 11.15% 0.10 CHF 0.11 CHF 900'000 100'000 900'000 100'000 76'810 CHF 9'534 CHF 99.17% 99.17%
07.05.2024 9.63% 0.08 CHF 0.09 CHF 900'000 100'000 900'000 100'000 89'932 CHF 10'993 CHF 97.94% 97.94%
06.05.2024 12.70% 0.08 CHF 0.09 CHF 900'000 100'000 900'000 100'000 66'661 CHF 8'407 CHF 99.17% 99.17%
03.05.2024 12.66% 0.07 CHF 0.08 CHF 900'000 100'000 899'985 100'000 66'837 CHF 8'426 CHF 99.16% 99.16%
02.05.2024 12.44% 0.08 CHF 0.09 CHF 900'000 100'000 900'000 100'000 68'175 CHF 8'575 CHF 99.15% 99.15%
30.04.2024 9.91% 0.08 CHF 0.09 CHF 900'000 100'000 900'000 100'000 87'598 CHF 10'733 CHF 99.17% 99.17%
29.04.2024 11.19% 0.09 CHF 0.10 CHF 900'000 100'000 900'000 100'000 76'217 CHF 9'469 CHF 99.17% 99.17%

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