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 46.75% 0.02 CHF 0.03 CHF 900'000 100'000 900'000 100'000 15'721 CHF 2'747 CHF 99.17% 99.17%
15.05.2024 66.02% 0.01 CHF 0.02 CHF 900'000 100'000 900'000 100'000 9'217 CHF 2'024 CHF 99.40% 99.40%
14.05.2024 66.64% 0.01 CHF 0.02 CHF 900'000 100'000 900'000 100'000 9'009 CHF 2'001 CHF 99.16% 99.16%
13.05.2024 40.00% 0.02 CHF 0.03 CHF 900'000 100'000 900'000 100'000 18'000 CHF 3'000 CHF 98.58% 98.58%
10.05.2024 40.00% 0.02 CHF 0.03 CHF 900'000 100'000 900'000 100'000 18'001 CHF 3'000 CHF 99.17% 99.17%
08.05.2024 39.62% 0.02 CHF 0.03 CHF 900'000 100'000 900'000 100'000 18'295 CHF 3'033 CHF 99.17% 99.17%
07.05.2024 40.00% 0.02 CHF 0.03 CHF 900'000 100'000 900'000 100'000 18'000 CHF 3'000 CHF 97.94% 97.94%
06.05.2024 40.00% 0.02 CHF 0.03 CHF 900'000 100'000 900'000 100'000 18'000 CHF 3'000 CHF 99.17% 99.17%
03.05.2024 39.91% 0.02 CHF 0.03 CHF 900'000 100'000 900'000 100'000 18'071 CHF 3'008 CHF 99.16% 99.16%
02.05.2024 41.79% 0.02 CHF 0.03 CHF 900'000 100'000 900'000 100'000 17'395 CHF 2'933 CHF 99.16% 99.16%

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