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 11.68% 0.08 CHF 0.09 CHF 625'000 325'000 618'384 320'893 49'876 CHF 29'084 CHF 99.24% 99.24%
15.05.2024 10.73% 0.09 CHF 0.10 CHF 600'000 300'000 580'747 299'632 51'239 CHF 29'447 CHF 99.38% 99.38%
14.05.2024 10.97% 0.09 CHF 0.10 CHF 600'000 300'000 588'943 303'656 50'758 CHF 29'218 CHF 96.45% 96.45%
13.05.2024 8.27% 0.12 CHF 0.13 CHF 425'000 425'000 444'783 444'783 51'516 CHF 55'964 CHF 99.39% 99.39%
10.05.2024 8.00% 0.12 CHF 0.13 CHF 425'000 425'000 425'210 425'210 51'025 CHF 55'277 CHF 99.38% 99.38%
08.05.2024 8.51% 0.11 CHF 0.12 CHF 475'000 475'000 461'284 461'284 51'855 CHF 56'468 CHF 99.38% 99.38%
07.05.2024 8.70% 0.11 CHF 0.12 CHF 475'000 475'000 473'572 473'572 52'093 CHF 56'829 CHF 99.24% 99.24%
06.05.2024 8.70% 0.11 CHF 0.12 CHF 475'000 475'000 475'000 475'000 52'250 CHF 57'000 CHF 99.20% 99.20%
03.05.2024 8.70% 0.11 CHF 0.12 CHF 475'000 475'000 473'242 473'242 52'057 CHF 56'789 CHF 99.38% 99.38%
02.05.2024 8.70% 0.11 CHF 0.12 CHF 475'000 475'000 475'000 475'000 52'250 CHF 57'000 CHF 99.38% 99.38%

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