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
15.05.2024 6.44% 0.17 CHF 0.18 CHF 300'000 100'000 367'687 122'562 54'843 CHF 19'507 CHF 98.32% 98.32%
14.05.2024 6.26% 0.16 CHF 0.17 CHF 300'000 100'000 324'397 108'132 50'145 CHF 17'796 CHF 99.35% 99.35%
13.05.2024 6.84% 0.15 CHF 0.16 CHF 450'000 150'000 450'000 150'000 63'626 CHF 22'709 CHF 98.93% 98.93%
10.05.2024 6.30% 0.16 CHF 0.17 CHF 450'000 150'000 447'300 149'100 68'877 CHF 24'450 CHF 99.36% 99.36%
08.05.2024 8.25% 0.12 CHF 0.13 CHF 450'000 150'000 450'000 150'000 52'363 CHF 18'954 CHF 99.35% 99.35%
07.05.2024 8.60% 0.11 CHF 0.12 CHF 450'000 150'000 450'000 150'000 50'150 CHF 18'217 CHF 94.66% 94.66%
06.05.2024 8.75% 0.10 CHF 0.11 CHF 450'000 150'000 450'000 150'000 49'222 CHF 17'907 CHF 99.37% 99.37%
03.05.2024 9.03% 0.11 CHF 0.12 CHF 450'000 150'000 450'000 150'000 47'812 CHF 17'437 CHF 99.37% 99.37%
02.05.2024 10.48% 0.09 CHF 0.10 CHF 450'000 150'000 450'626 150'209 40'745 CHF 15'084 CHF 99.37% 99.37%
30.04.2024 8.56% 0.11 CHF 0.12 CHF 450'000 150'000 450'000 150'000 50'385 CHF 18'295 CHF 99.35% 99.35%

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