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 4.26% 0.24 CHF 0.25 CHF 450'000 150'000 450'000 150'000 103'491 CHF 35'997 CHF 99.17% 99.17%
15.05.2024 6.36% 0.19 CHF 0.20 CHF 450'000 150'000 553'396 184'521 84'147 CHF 29'902 CHF 94.74% 94.74%
14.05.2024 9.73% 0.11 CHF 0.12 CHF 600'000 200'000 345'953 205'185 36'206 CHF 22'305 CHF 99.05% 99.16%
13.05.2024 11.24% 0.10 CHF 0.11 CHF 200'000 200'000 237'474 237'330 20'039 CHF 22'398 CHF 98.53% 98.53%
10.05.2024 12.60% 0.09 CHF 0.10 CHF 250'000 250'000 249'973 250'000 18'706 CHF 21'208 CHF 99.17% 99.17%
08.05.2024 11.96% 0.08 CHF 0.09 CHF 250'000 250'000 250'000 249'943 19'857 CHF 22'352 CHF 99.17% 99.17%
07.05.2024 11.66% 0.09 CHF 0.10 CHF 250'000 250'000 295'914 249'870 24'054 CHF 22'773 CHF 97.94% 97.94%
06.05.2024 12.66% 0.08 CHF 0.09 CHF 750'000 250'000 750'000 249'921 55'725 CHF 21'069 CHF 99.04% 99.04%
03.05.2024 12.13% 0.09 CHF 0.10 CHF 750'000 250'000 750'000 250'000 58'718 CHF 22'073 CHF 99.16% 99.16%
02.05.2024 11.73% 0.07 CHF 0.08 CHF 750'000 250'000 750'000 250'000 60'609 CHF 22'703 CHF 99.14% 99.14%

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