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
15.05.2024 70.04% 0.02 CHF 0.05 CHF 500'000 200'000 500'000 200'000 11'455 CHF 9'400 CHF 92.60% 92.60%
14.05.2024 38.73% 0.03 CHF 0.05 CHF 500'000 200'000 500'000 200'000 16'236 CHF 9'548 CHF 98.98% 98.98%
13.05.2024 31.93% 0.03 CHF 0.05 CHF 500'000 200'000 500'000 200'000 17'787 CHF 9'734 CHF 95.49% 95.49%
10.05.2024 22.62% 0.04 CHF 0.05 CHF 500'000 200'000 500'000 200'000 19'900 CHF 9'984 CHF 97.11% 97.11%
08.05.2024 15.19% 0.06 CHF 0.07 CHF 500'000 200'000 500'000 200'000 30'464 CHF 14'185 CHF 99.32% 99.32%
07.05.2024 10.68% 0.07 CHF 0.08 CHF 500'000 200'000 498'007 200'000 44'455 CHF 19'870 CHF 84.47% 84.47%
06.05.2024 6.84% 0.14 CHF 0.15 CHF 360'000 200'000 359'131 200'000 50'690 CHF 30'349 CHF 92.67% 92.67%
03.05.2024 5.15% 0.18 CHF 0.19 CHF 280'000 200'000 268'048 200'000 50'668 CHF 40'046 CHF 92.90% 92.90%
02.05.2024 4.54% 0.24 CHF 0.25 CHF 210'000 200'000 234'339 200'000 50'415 CHF 45'244 CHF 91.66% 91.66%
30.04.2024 5.14% 0.21 CHF 0.22 CHF 240'000 200'000 267'590 200'000 50'746 CHF 39'991 CHF 96.27% 96.27%

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