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 39.98% 0.08 CHF 0.12 CHF 625'000 325'000 620'726 323'999 49'684 CHF 38'893 CHF 99.39% 99.39%
14.05.2024 40.57% 0.08 CHF 0.12 CHF 625'000 325'000 638'174 331'587 50'127 CHF 39'311 CHF 99.15% 99.15%
13.05.2024 40.95% 0.07 CHF 0.11 CHF 725'000 375'000 656'231 341'508 50'904 CHF 40'158 CHF 99.39% 99.39%
10.05.2024 34.70% 0.09 CHF 0.13 CHF 575'000 300'000 527'043 405'195 50'144 CHF 55'311 CHF 99.37% 99.37%
08.05.2024 41.75% 0.10 CHF 0.14 CHF 500'000 500'000 516'187 371'844 45'765 CHF 55'615 CHF 83.23% 83.23%
07.05.2024 25.80% 0.16 CHF 0.20 CHF 325'000 325'000 389'243 389'242 52'450 CHF 68'019 CHF 94.85% 94.85%
06.05.2024 79.10% 0.14 CHF 0.18 CHF 375'000 375'000 606'634 372'726 35'292 CHF 49'878 CHF 65.64% 65.64%
03.05.2024 152.60% 0.01 CHF 0.05 CHF 1'000'000 250'000 992'129 250'000 6'522 CHF 11'618 CHF 99.39% 99.39%
02.05.2024 165.94% 0.01 CHF 0.05 CHF 1'000'000 250'000 977'790 250'000 4'146 CHF 11'207 CHF 99.39% 99.39%
30.04.2024 190.24% 0.00 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 1'000 CHF 10'000 CHF 99.43% 99.43%

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