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
16.05.2024 32.93% 0.03 CHF 0.04 CHF 500'000 75'000 500'000 75'000 13'937 CHF 2'888 CHF 97.26% 97.26%
15.05.2024 33.96% 0.02 CHF 0.03 CHF 500'000 75'000 500'000 74'237 13'773 CHF 2'851 CHF 98.16% 98.16%
14.05.2024 43.98% 0.03 CHF 0.04 CHF 500'000 75'000 463'495 72'040 11'025 CHF 2'604 CHF 99.99% 99.99%
13.05.2024 28.57% 0.03 CHF 0.04 CHF 500'000 75'000 500'000 75'000 15'000 CHF 3'000 CHF 98.16% 98.16%
10.05.2024 28.54% 0.03 CHF 0.04 CHF 500'000 75'000 500'000 75'000 15'025 CHF 3'004 CHF 99.44% 99.44%
08.05.2024 28.57% 0.03 CHF 0.04 CHF 500'000 75'000 500'000 75'000 15'000 CHF 3'000 CHF 99.38% 99.38%
07.05.2024 28.57% 0.03 CHF 0.04 CHF 500'000 75'000 500'000 75'000 15'000 CHF 3'000 CHF 94.67% 94.67%
06.05.2024 28.57% 0.03 CHF 0.04 CHF 500'000 75'000 500'000 75'000 15'000 CHF 3'000 CHF 100.00% 100.00%
03.05.2024 28.57% 0.03 CHF 0.04 CHF 500'000 75'000 500'000 75'000 15'000 CHF 3'000 CHF 98.63% 98.63%
02.05.2024 28.66% 0.03 CHF 0.04 CHF 500'000 75'000 500'000 75'000 14'977 CHF 2'998 CHF 90.97% 90.97%

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