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
13.06.2024 23.68% 0.03 CHF 0.04 CHF 750'000 250'000 669'570 223'190 25'536 CHF 10'744 CHF 99.17% 99.17%
12.06.2024 21.99% 0.07 CHF 0.08 CHF 450'000 150'000 672'711 224'237 28'083 CHF 11'604 CHF 99.15% 99.15%
11.06.2024 27.54% 0.03 CHF 0.04 CHF 750'000 250'000 750'000 250'000 23'844 CHF 10'448 CHF 99.17% 99.17%
10.06.2024 23.06% 0.04 CHF 0.05 CHF 750'000 250'000 750'000 250'000 29'010 CHF 12'170 CHF 99.17% 99.17%
07.06.2024 14.50% 0.06 CHF 0.07 CHF 600'000 200'000 603'635 201'212 39'142 CHF 15'060 CHF 99.15% 99.15%
05.06.2024 21.38% 0.05 CHF 0.06 CHF 750'000 250'000 744'474 248'158 31'645 CHF 13'030 CHF 99.16% 99.16%
04.06.2024 19.94% 0.03 CHF 0.04 CHF 750'000 250'000 735'899 245'300 33'596 CHF 13'652 CHF 99.14% 99.14%
03.06.2024 9.73% 0.07 CHF 0.08 CHF 600'000 200'000 477'072 159'024 46'829 CHF 17'200 CHF 99.16% 99.16%
31.05.2024 10.36% 0.10 CHF 0.11 CHF 450'000 150'000 533'558 177'853 48'748 CHF 18'028 CHF 97.63% 97.63%
30.05.2024 9.38% 0.11 CHF 0.12 CHF 450'000 150'000 473'081 157'694 48'129 CHF 17'620 CHF 99.11% 99.11%

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