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 11.26% 0.08 CHF 0.09 CHF 750'000 250'000 750'000 250'000 63'069 CHF 23'523 CHF 99.17% 99.17%
15.05.2024 12.73% 0.08 CHF 0.09 CHF 750'000 250'000 800'039 266'680 58'929 CHF 22'310 CHF 99.17% 99.17%
14.05.2024 14.12% 0.07 CHF 0.08 CHF 900'000 300'000 872'865 290'955 57'690 CHF 22'140 CHF 99.16% 99.16%
13.05.2024 11.29% 0.08 CHF 0.09 CHF 750'000 250'000 750'000 250'000 62'867 CHF 23'456 CHF 98.58% 98.58%
10.05.2024 10.55% 0.08 CHF 0.09 CHF 750'000 250'000 750'000 250'000 67'359 CHF 24'953 CHF 99.17% 99.17%
08.05.2024 10.99% 0.09 CHF 0.10 CHF 750'000 250'000 752'126 250'709 64'858 CHF 24'126 CHF 99.17% 99.17%
07.05.2024 15.41% 0.06 CHF 0.07 CHF 900'000 300'000 900'000 300'000 53'949 CHF 20'983 CHF 97.94% 97.94%
06.05.2024 13.82% 0.06 CHF 0.07 CHF 900'000 300'000 900'000 300'000 60'852 CHF 23'284 CHF 99.17% 99.17%
03.05.2024 15.16% 0.06 CHF 0.07 CHF 900'000 300'000 900'000 300'000 55'004 CHF 21'335 CHF 99.16% 99.16%
02.05.2024 16.79% 0.05 CHF 0.06 CHF 900'000 300'000 900'000 300'000 49'494 CHF 19'498 CHF 99.16% 99.16%

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