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 19.65% 0.04 CHF 0.05 CHF 900'000 300'000 900'000 300'000 41'736 CHF 16'912 CHF 99.17% 99.17%
15.05.2024 26.41% 0.04 CHF 0.05 CHF 900'000 300'000 900'000 300'000 30'063 CHF 13'021 CHF 99.37% 99.37%
14.05.2024 31.73% 0.03 CHF 0.04 CHF 900'000 300'000 900'000 300'000 24'511 CHF 11'170 CHF 99.16% 99.16%
13.05.2024 28.58% 0.03 CHF 0.04 CHF 900'000 300'000 900'000 300'000 26'990 CHF 11'997 CHF 98.57% 98.57%
10.05.2024 26.93% 0.03 CHF 0.04 CHF 900'000 300'000 900'000 300'000 29'321 CHF 12'774 CHF 99.17% 99.17%
08.05.2024 22.06% 0.04 CHF 0.05 CHF 900'000 300'000 900'000 300'000 36'399 CHF 15'133 CHF 99.17% 99.17%
07.05.2024 27.06% 0.04 CHF 0.05 CHF 900'000 300'000 900'000 300'000 29'139 CHF 12'713 CHF 97.93% 97.93%
06.05.2024 28.46% 0.03 CHF 0.04 CHF 900'000 300'000 900'000 300'000 27'159 CHF 12'053 CHF 99.17% 99.17%
03.05.2024 27.28% 0.03 CHF 0.04 CHF 900'000 300'000 900'000 300'000 28'834 CHF 12'611 CHF 99.16% 99.16%
02.05.2024 17.92% 0.04 CHF 0.05 CHF 900'000 300'000 900'000 300'000 47'167 CHF 18'722 CHF 99.15% 99.15%

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