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 12.16% 0.08 CHF 0.09 CHF 900'000 300'000 900'000 300'000 69'732 CHF 26'244 CHF 99.17% 99.17%
15.05.2024 13.65% 0.07 CHF 0.08 CHF 900'000 300'000 900'000 300'000 61'626 CHF 23'542 CHF 99.17% 99.17%
14.05.2024 15.58% 0.06 CHF 0.07 CHF 900'000 300'000 900'000 300'000 53'662 CHF 20'887 CHF 99.16% 99.16%
13.05.2024 13.00% 0.07 CHF 0.08 CHF 900'000 300'000 900'000 300'000 64'910 CHF 24'637 CHF 98.58% 98.58%
10.05.2024 12.32% 0.07 CHF 0.08 CHF 900'000 300'000 900'000 300'000 68'805 CHF 25'935 CHF 99.17% 99.17%
08.05.2024 13.36% 0.07 CHF 0.08 CHF 900'000 300'000 900'000 300'000 62'872 CHF 23'957 CHF 99.17% 99.17%
07.05.2024 17.04% 0.06 CHF 0.07 CHF 900'000 300'000 900'000 300'000 48'688 CHF 19'229 CHF 97.94% 97.94%
06.05.2024 15.50% 0.05 CHF 0.06 CHF 900'000 300'000 900'000 300'000 53'627 CHF 20'876 CHF 99.17% 99.17%
03.05.2024 17.04% 0.05 CHF 0.06 CHF 900'000 300'000 900'000 300'000 48'660 CHF 19'220 CHF 99.16% 99.16%
02.05.2024 16.50% 0.05 CHF 0.06 CHF 900'000 300'000 900'000 300'000 50'448 CHF 19'816 CHF 99.16% 99.16%

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