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
27.05.2024 11.75% 0.08 CHF 0.09 CHF 900'000 300'000 900'000 300'000 72'088 CHF 27'029 CHF 99.17% 99.17%
24.05.2024 11.78% 0.08 CHF 0.09 CHF 900'000 300'000 900'000 300'000 71'927 CHF 26'976 CHF 99.16% 99.16%
23.05.2024 10.52% 0.09 CHF 0.10 CHF 900'000 300'000 900'000 300'000 81'025 CHF 30'008 CHF 99.14% 99.14%
22.05.2024 11.40% 0.09 CHF 0.10 CHF 900'000 300'000 900'000 300'000 74'649 CHF 27'883 CHF 99.17% 99.17%
21.05.2024 10.87% 0.08 CHF 0.09 CHF 900'000 300'000 900'000 300'000 78'502 CHF 29'168 CHF 97.56% 97.56%
17.05.2024 8.97% 0.10 CHF 0.11 CHF 900'000 300'000 900'000 300'000 95'969 CHF 34'990 CHF 99.17% 99.17%
16.05.2024 7.86% 0.12 CHF 0.13 CHF 900'000 300'000 900'000 300'000 110'339 CHF 39'780 CHF 99.17% 99.17%
15.05.2024 9.17% 0.12 CHF 0.13 CHF 900'000 300'000 900'000 300'000 94'027 CHF 34'342 CHF 99.17% 99.17%
14.05.2024 10.00% 0.10 CHF 0.11 CHF 900'000 300'000 900'000 300'000 85'736 CHF 31'579 CHF 99.16% 99.16%
13.05.2024 9.48% 0.10 CHF 0.11 CHF 900'000 300'000 900'000 300'000 90'430 CHF 33'143 CHF 98.57% 98.57%

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