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 13.27% 0.07 CHF 0.08 CHF 900'000 300'000 895'172 298'391 63'012 CHF 23'988 CHF 99.31% 99.31%
15.05.2024 9.78% 0.09 CHF 0.10 CHF 750'000 250'000 750'000 250'000 73'116 CHF 26'872 CHF 99.39% 99.39%
14.05.2024 9.59% 0.12 CHF 0.13 CHF 750'000 250'000 743'661 247'887 74'423 CHF 27'287 CHF 99.05% 99.05%
13.05.2024 7.64% 0.15 CHF 0.16 CHF 600'000 200'000 656'391 218'797 82'772 CHF 29'779 CHF 99.37% 99.37%
10.05.2024 9.26% 0.12 CHF 0.13 CHF 450'000 150'000 570'710 190'237 58'684 CHF 21'464 CHF 99.61% 99.61%
08.05.2024 10.03% 0.09 CHF 0.10 CHF 600'000 200'000 607'050 202'350 57'765 CHF 21'278 CHF 99.37% 99.37%
07.05.2024 17.45% 0.06 CHF 0.07 CHF 900'000 300'000 970'853 371'545 50'918 CHF 23'084 CHF 99.38% 99.38%
06.05.2024 15.09% 0.05 CHF 0.06 CHF 1'000'000 400'000 909'987 311'185 56'094 CHF 22'210 CHF 99.35% 99.35%
03.05.2024 12.36% 0.07 CHF 0.08 CHF 900'000 300'000 773'487 257'829 58'864 CHF 22'200 CHF 99.23% 99.23%
02.05.2024 11.50% 0.08 CHF 0.09 CHF 750'000 250'000 756'897 252'299 62'289 CHF 23'286 CHF 99.33% 99.33%

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