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 9.49% 0.09 CHF 0.10 CHF 575'000 300'000 506'738 456'597 50'900 CHF 50'940 CHF 99.26% 99.26%
15.05.2024 7.93% 0.11 CHF 0.12 CHF 475'000 475'000 427'883 427'883 51'801 CHF 56'080 CHF 99.39% 99.39%
14.05.2024 8.28% 0.11 CHF 0.12 CHF 475'000 475'000 445'406 445'407 51'584 CHF 56'038 CHF 99.17% 99.17%
13.05.2024 9.47% 0.11 CHF 0.12 CHF 475'000 475'000 499'501 478'295 50'304 CHF 53'157 CHF 99.38% 99.38%
10.05.2024 9.79% 0.09 CHF 0.10 CHF 575'000 300'000 513'056 444'327 49'881 CHF 48'062 CHF 99.38% 99.38%
08.05.2024 11.30% 0.09 CHF 0.10 CHF 600'000 300'000 610'680 312'168 51'008 CHF 29'191 CHF 99.38% 99.38%
07.05.2024 10.92% 0.08 CHF 0.09 CHF 675'000 350'000 592'012 309'000 51'287 CHF 29'866 CHF 99.23% 99.23%
06.05.2024 11.42% 0.09 CHF 0.10 CHF 600'000 300'000 609'781 312'272 50'370 CHF 28'906 CHF 99.20% 99.20%
03.05.2024 11.57% 0.08 CHF 0.09 CHF 625'000 325'000 614'397 317'521 50'064 CHF 29'036 CHF 99.39% 99.39%
02.05.2024 11.74% 0.08 CHF 0.09 CHF 625'000 325'000 615'762 321'271 49'383 CHF 28'968 CHF 99.39% 99.39%

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