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
10.05.2024 11.80% 0.10 CHF 0.11 CHF 220'000 220'000 107'316 107'316 10'933 CHF 12'212 CHF 100.00% 100.00%
08.05.2024 11.31% 0.07 CHF 0.08 CHF 220'000 220'000 104'000 104'000 10'446 CHF 11'687 CHF 98.73% 98.73%
07.05.2024 7.53% 0.17 CHF 0.18 CHF 210'000 210'000 102'978 102'978 17'273 CHF 18'502 CHF 99.67% 99.67%
06.05.2024 7.80% 0.15 CHF 0.16 CHF 210'000 210'000 102'967 102'967 16'418 CHF 17'646 CHF 100.00% 100.00%
03.05.2024 9.03% 0.14 CHF 0.15 CHF 220'000 220'000 97'210 97'210 13'475 CHF 14'650 CHF 99.97% 99.97%
02.05.2024 9.20% 0.12 CHF 0.13 CHF 220'000 220'000 103'020 103'020 12'997 CHF 14'216 CHF 99.99% 99.99%
30.04.2024 6.98% 0.14 CHF 0.16 CHF 210'000 210'000 102'267 102'267 17'418 CHF 18'633 CHF 99.27% 99.27%
29.04.2024 5.16% 0.20 CHF 0.21 CHF 210'000 210'000 102'141 102'141 21'598 CHF 22'740 CHF 99.56% 99.56%
26.04.2024 5.74% 0.22 CHF 0.23 CHF 210'000 210'000 71'719 71'719 15'668 CHF 16'564 CHF 99.25% 99.25%
25.04.2024 1.99% 0.50 CHF 0.51 CHF 190'000 190'000 97'300 97'300 48'781 CHF 49'754 CHF 86.84% 100.00%

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