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
14.05.2024 142.86% 0.01 CHF 0.05 CHF 5'000 5'000 5'000 5'000 50 CHF 300 CHF 2.07% 3.42%
13.05.2024 26.80% 0.11 CHF 0.12 CHF 460'000 50'000 499'066 20'237 42'061 CHF 2'226 CHF 99.61% 99.61%
10.05.2024 39.59% 0.06 CHF 0.07 CHF 500'000 50'000 500'000 20'097 26'066 CHF 1'501 CHF 98.58% 98.58%
08.05.2024 56.84% 0.04 CHF 0.05 CHF 500'000 50'000 500'000 20'238 16'302 CHF 1'127 CHF 99.62% 99.62%
07.05.2024 57.69% 0.03 CHF 0.08 CHF 5'000 5'000 403'461 11'461 18'067 CHF 853 CHF 99.61% 99.61%
06.05.2024 30.48% 0.08 CHF 0.09 CHF 500'000 50'000 500'000 20'239 35'196 CHF 1'828 CHF 99.62% 99.62%
03.05.2024 39.76% 0.05 CHF 0.10 CHF 5'000 5'000 414'840 12'495 29'045 CHF 1'200 CHF 99.63% 99.63%
02.05.2024 62.76% 0.03 CHF 0.08 CHF 5'000 5'000 456'158 16'252 14'411 CHF 929 CHF 99.61% 99.61%
30.04.2024 75.08% 0.02 CHF 0.03 CHF 500'000 50'000 500'000 19'473 10'831 CHF 864 CHF 97.12% 97.12%
29.04.2024 73.24% 0.03 CHF 0.04 CHF 500'000 50'000 500'000 20'297 11'092 CHF 906 CHF 99.05% 99.05%

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