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 66.03% 0.02 CHF 0.04 CHF 150'000 50'000 150'000 50'000 3'003 CHF 1'989 CHF 93.22% 93.22%
15.05.2024 73.27% 0.02 CHF 0.04 CHF 150'000 50'000 148'280 49'427 2'333 CHF 1'619 CHF 96.97% 96.97%
14.05.2024 87.06% 0.01 CHF 0.03 CHF 150'000 50'000 150'000 50'000 1'500 CHF 1'306 CHF 96.93% 96.93%
13.05.2024 81.60% 0.01 CHF 0.03 CHF 150'000 50'000 150'000 50'000 1'500 CHF 1'224 CHF 87.95% 87.95%
10.05.2024 66.67% 0.01 CHF 0.02 CHF 150'000 50'000 150'000 50'000 1'500 CHF 1'000 CHF 85.77% 99.90%
08.05.2024 66.67% 0.01 CHF 0.02 CHF 150'000 50'000 150'000 50'000 1'500 CHF 1'000 CHF 88.61% 93.72%
07.05.2024 66.67% 0.01 CHF 0.02 CHF 150'000 50'000 150'000 50'000 1'500 CHF 1'000 CHF 85.92% 91.03%
06.05.2024 66.67% 0.01 CHF 0.02 CHF 150'000 50'000 150'000 50'000 1'500 CHF 1'000 CHF 71.00% 86.92%
03.05.2024 66.67% 0.01 CHF 0.02 CHF 150'000 50'000 150'000 50'000 1'500 CHF 1'000 CHF 46.32% 94.41%
02.05.2024 66.67% 0.01 CHF 0.02 CHF 150'000 50'000 150'000 50'000 1'500 CHF 1'000 CHF 72.98% 92.96%

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