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
07.05.2024 7.24% 0.15 CHF 0.16 CHF 750'000 250'000 750'000 250'000 99'930 CHF 35'810 CHF 98.42% 98.42%
06.05.2024 7.62% 0.11 CHF 0.12 CHF 900'000 300'000 808'641 269'547 101'899 CHF 36'662 CHF 97.18% 97.18%
03.05.2024 6.89% 0.14 CHF 0.15 CHF 750'000 250'000 750'000 250'000 105'028 CHF 37'510 CHF 98.85% 98.85%
02.05.2024 6.95% 0.14 CHF 0.15 CHF 750'000 250'000 797'760 265'920 110'804 CHF 39'594 CHF 99.27% 99.27%
30.04.2024 7.46% 0.13 CHF 0.14 CHF 900'000 300'000 900'000 300'000 116'145 CHF 41'715 CHF 99.52% 99.52%
29.04.2024 7.70% 0.12 CHF 0.13 CHF 900'000 300'000 900'000 300'000 112'577 CHF 40'526 CHF 99.25% 99.25%
26.04.2024 8.39% 0.12 CHF 0.13 CHF 900'000 300'000 900'000 300'000 103'027 CHF 37'342 CHF 99.58% 99.58%
25.04.2024 9.65% 0.10 CHF 0.11 CHF 1'000'000 400'000 1'000'000 400'000 99'133 CHF 43'653 CHF 99.47% 99.47%
24.04.2024 20.21% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 44'971 CHF 27'486 CHF 99.59% 99.59%
23.04.2024 21.95% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'683 CHF 25'342 CHF 99.41% 99.41%

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