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
13.05.2024 10.94% 0.09 CHF 0.10 CHF 900'000 300'000 900'000 300'000 77'976 CHF 28'992 CHF 98.56% 98.56%
10.05.2024 11.56% 0.09 CHF 0.10 CHF 900'000 300'000 900'000 300'000 73'496 CHF 27'499 CHF 99.55% 99.55%
08.05.2024 12.58% 0.08 CHF 0.09 CHF 1'000'000 400'000 995'015 395'015 74'387 CHF 33'466 CHF 99.57% 99.57%
07.05.2024 13.04% 0.07 CHF 0.08 CHF 1'000'000 400'000 996'376 396'376 71'570 CHF 32'413 CHF 99.51% 99.51%
06.05.2024 13.33% 0.07 CHF 0.08 CHF 1'000'000 400'000 1'000'000 400'000 70'000 CHF 32'000 CHF 99.59% 99.59%
03.05.2024 13.59% 0.07 CHF 0.08 CHF 1'000'000 400'000 1'000'000 400'000 68'731 CHF 31'492 CHF 99.38% 99.38%
02.05.2024 12.42% 0.07 CHF 0.08 CHF 1'000'000 400'000 1'000'000 400'000 75'825 CHF 34'330 CHF 99.61% 99.61%
30.04.2024 11.99% 0.07 CHF 0.08 CHF 1'000'000 400'000 995'758 395'758 78'384 CHF 35'073 CHF 93.09% 93.09%
29.04.2024 12.94% 0.07 CHF 0.08 CHF 1'000'000 400'000 1'000'000 400'000 72'520 CHF 33'008 CHF 99.56% 99.56%
26.04.2024 12.76% 0.07 CHF 0.08 CHF 1'000'000 400'000 1'000'000 400'000 73'656 CHF 33'462 CHF 99.58% 99.58%

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