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
15.05.2024 5.59% 0.18 CHF 0.19 CHF 450'000 100'000 519'769 100'000 90'036 CHF 18'457 CHF 99.17% 99.17%
14.05.2024 4.85% 0.17 CHF 0.18 CHF 600'000 100'000 462'834 100'000 93'069 CHF 21'193 CHF 99.16% 99.16%
13.05.2024 4.44% 0.20 CHF 0.21 CHF 450'000 100'000 450'000 100'000 99'656 CHF 23'146 CHF 98.58% 98.58%
10.05.2024 3.88% 0.24 CHF 0.25 CHF 450'000 100'000 450'000 100'000 113'976 CHF 26'328 CHF 99.17% 99.17%
08.05.2024 3.76% 0.25 CHF 0.26 CHF 450'000 100'000 450'000 100'000 117'460 CHF 27'102 CHF 99.17% 99.17%
07.05.2024 3.76% 0.27 CHF 0.28 CHF 450'000 100'000 450'000 100'000 117'332 CHF 27'074 CHF 97.93% 97.93%
06.05.2024 3.60% 0.26 CHF 0.27 CHF 450'000 100'000 450'000 100'000 122'695 CHF 28'266 CHF 99.17% 99.17%
03.05.2024 3.51% 0.26 CHF 0.27 CHF 450'000 100'000 450'000 100'000 126'221 CHF 29'049 CHF 99.16% 99.16%
02.05.2024 4.56% 0.21 CHF 0.22 CHF 600'000 100'000 523'175 100'000 111'785 CHF 22'431 CHF 99.15% 99.15%
30.04.2024 4.19% 0.22 CHF 0.23 CHF 450'000 100'000 451'369 100'000 105'567 CHF 24'393 CHF 99.16% 99.16%

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