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
17.05.2024 9.95% 0.11 CHF 0.12 CHF 600'000 200'000 600'000 200'000 57'483 CHF 21'161 CHF 99.47% 99.47%
16.05.2024 11.18% 0.08 CHF 0.09 CHF 600'000 200'000 600'000 200'000 50'959 CHF 18'986 CHF 99.56% 99.56%
15.05.2024 9.88% 0.10 CHF 0.11 CHF 600'000 200'000 600'000 200'000 57'929 CHF 21'310 CHF 99.69% 99.69%
14.05.2024 11.25% 0.10 CHF 0.11 CHF 600'000 200'000 643'879 214'626 54'144 CHF 20'194 CHF 99.61% 99.61%
13.05.2024 10.18% 0.09 CHF 0.10 CHF 600'000 200'000 605'006 201'669 56'772 CHF 20'941 CHF 99.06% 99.06%
10.05.2024 10.91% 0.08 CHF 0.09 CHF 750'000 250'000 718'243 239'414 62'303 CHF 23'162 CHF 99.40% 99.40%
08.05.2024 19.31% 0.05 CHF 0.06 CHF 1'000'000 400'000 991'529 391'529 46'928 CHF 22'388 CHF 99.56% 99.56%
07.05.2024 20.80% 0.05 CHF 0.06 CHF 1'000'000 400'000 1'000'000 401'626 43'525 CHF 21'492 CHF 99.58% 99.58%
06.05.2024 29.85% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 28'879 CHF 19'440 CHF 99.57% 99.57%
03.05.2024 27.42% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 32'094 CHF 21'047 CHF 99.71% 99.71%

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