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 15.48% 0.05 CHF 0.06 CHF 1'000'000 500'000 841'000 424'481 50'117 CHF 29'591 CHF 99.25% 99.25%
15.05.2024 12.25% 0.08 CHF 0.09 CHF 675'000 350'000 656'652 341'667 50'328 CHF 29'607 CHF 99.39% 99.39%
14.05.2024 14.12% 0.07 CHF 0.08 CHF 775'000 400'000 763'112 394'296 50'260 CHF 29'913 CHF 99.16% 99.16%
13.05.2024 14.10% 0.07 CHF 0.08 CHF 725'000 375'000 761'606 393'926 50'224 CHF 29'916 CHF 99.39% 99.39%
10.05.2024 13.06% 0.07 CHF 0.08 CHF 725'000 375'000 700'501 364'426 50'171 CHF 29'744 CHF 99.38% 99.38%
08.05.2024 18.40% 0.05 CHF 0.06 CHF 1'000'000 500'000 991'065 462'975 48'963 CHF 27'632 CHF 99.39% 99.39%
07.05.2024 17.52% 0.06 CHF 0.07 CHF 925'000 475'000 957'303 482'284 49'886 CHF 29'977 CHF 99.22% 99.22%
06.05.2024 15.98% 0.06 CHF 0.07 CHF 850'000 425'000 869'291 442'390 50'045 CHF 29'891 CHF 99.22% 99.22%
03.05.2024 15.79% 0.06 CHF 0.07 CHF 925'000 475'000 868'639 439'188 50'652 CHF 29'992 CHF 99.38% 99.38%
02.05.2024 15.50% 0.06 CHF 0.07 CHF 850'000 425'000 847'836 428'457 50'458 CHF 29'782 CHF 99.38% 99.38%

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