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
14.05.2024 26.43% 0.03 CHF 0.04 CHF 750'000 250'000 750'000 250'000 25'025 CHF 10'842 CHF 99.36% 99.36%
13.05.2024 27.03% 0.03 CHF 0.04 CHF 750'000 250'000 750'000 250'000 24'321 CHF 10'607 CHF 98.93% 98.93%
10.05.2024 23.72% 0.04 CHF 0.05 CHF 750'000 250'000 750'000 250'000 28'228 CHF 11'909 CHF 99.23% 99.23%
08.05.2024 17.94% 0.04 CHF 0.05 CHF 750'000 250'000 750'000 249'977 40'099 CHF 15'865 CHF 98.61% 98.61%
07.05.2024 8.63% 0.10 CHF 0.11 CHF 750'000 250'000 686'155 228'718 76'183 CHF 27'682 CHF 94.70% 94.70%
06.05.2024 7.39% 0.12 CHF 0.13 CHF 600'000 200'000 607'943 202'661 79'457 CHF 28'514 CHF 99.37% 99.37%
03.05.2024 8.73% 0.12 CHF 0.13 CHF 600'000 200'000 703'534 234'511 77'151 CHF 28'062 CHF 99.27% 99.27%
02.05.2024 8.66% 0.11 CHF 0.12 CHF 750'000 250'000 740'172 246'717 81'889 CHF 29'763 CHF 99.36% 99.36%
30.04.2024 6.43% 0.13 CHF 0.14 CHF 600'000 200'000 600'000 200'000 91'415 CHF 32'472 CHF 99.38% 99.38%
29.04.2024 5.83% 0.17 CHF 0.18 CHF 600'000 200'000 599'999 200'000 100'255 CHF 35'419 CHF 99.37% 99.37%

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