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
14.05.2024 39.70% 0.02 CHF 0.03 CHF 500'000 50'000 500'000 50'000 13'021 CHF 1'926 CHF 98.80% 98.80%
13.05.2024 28.28% 0.03 CHF 0.04 CHF 500'000 50'000 495'602 50'000 15'246 CHF 2'047 CHF 94.00% 94.00%
10.05.2024 24.61% 0.05 CHF 0.06 CHF 442'116 50'000 471'758 50'000 19'775 CHF 2'686 CHF 91.46% 91.46%
08.05.2024 29.96% 0.03 CHF 0.04 CHF 500'000 50'000 500'000 50'000 17'817 CHF 2'397 CHF 86.23% 86.23%
07.05.2024 32.68% 0.03 CHF 0.04 CHF 500'000 50'000 500'000 50'000 16'134 CHF 2'243 CHF 96.43% 96.43%
06.05.2024 29.38% 0.03 CHF 0.04 CHF 500'000 50'000 500'000 50'000 15'547 CHF 2'090 CHF 99.79% 99.79%
03.05.2024 38.42% 0.04 CHF 0.05 CHF 500'000 50'000 500'000 50'000 13'938 CHF 2'031 CHF 97.40% 97.40%
02.05.2024 34.46% 0.02 CHF 0.03 CHF 500'000 50'000 500'000 50'000 15'979 CHF 2'246 CHF 92.63% 92.63%
30.04.2024 16.98% 0.06 CHF 0.07 CHF 402'799 50'000 426'093 50'000 25'902 CHF 3'609 CHF 99.45% 99.45%
29.04.2024 14.17% 0.06 CHF 0.07 CHF 451'823 50'000 383'662 50'000 26'608 CHF 4'025 CHF 99.32% 99.32%

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