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
17.05.2024 18.19% 0.05 CHF 0.06 CHF 1'000'000 500'000 993'402 479'008 49'680 CHF 28'814 CHF 99.05% 99.05%
16.05.2024 14.89% 0.06 CHF 0.07 CHF 850'000 425'000 809'083 412'399 50'325 CHF 29'790 CHF 99.27% 99.27%
15.05.2024 12.78% 0.07 CHF 0.08 CHF 775'000 400'000 689'480 358'355 50'489 CHF 29'829 CHF 99.39% 99.39%
14.05.2024 13.18% 0.07 CHF 0.08 CHF 725'000 375'000 712'301 369'161 50'491 CHF 29'864 CHF 60.71% 60.71%
13.05.2024 14.65% 0.07 CHF 0.08 CHF 775'000 400'000 795'119 406'811 50'315 CHF 29'822 CHF 99.39% 99.39%
10.05.2024 14.97% 0.06 CHF 0.07 CHF 850'000 425'000 807'209 411'305 49'884 CHF 29'540 CHF 99.38% 99.38%
08.05.2024 16.47% 0.06 CHF 0.07 CHF 925'000 475'000 911'296 466'126 50'788 CHF 30'633 CHF 99.38% 99.38%
07.05.2024 15.70% 0.06 CHF 0.07 CHF 925'000 475'000 863'760 436'184 50'695 CHF 29'953 CHF 99.23% 99.23%
06.05.2024 16.20% 0.06 CHF 0.07 CHF 925'000 475'000 893'077 455'578 50'634 CHF 30'376 CHF 99.20% 99.20%
03.05.2024 16.54% 0.06 CHF 0.07 CHF 925'000 475'000 910'937 467'966 50'534 CHF 30'635 CHF 99.39% 99.39%

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