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
07.05.2024 14.43% 0.05 CHF 0.06 CHF 900'000 300'000 896'544 298'848 58'143 CHF 22'370 CHF 98.00% 98.00%
06.05.2024 12.73% 0.09 CHF 0.10 CHF 750'000 250'000 757'278 252'426 55'991 CHF 21'188 CHF 97.17% 97.17%
03.05.2024 13.29% 0.07 CHF 0.08 CHF 750'000 250'000 879'772 293'257 61'805 CHF 23'534 CHF 98.87% 98.87%
02.05.2024 11.94% 0.07 CHF 0.08 CHF 900'000 300'000 798'003 266'001 62'839 CHF 23'607 CHF 99.27% 99.27%
30.04.2024 10.42% 0.09 CHF 0.10 CHF 750'000 250'000 750'000 250'000 68'327 CHF 25'276 CHF 99.20% 99.20%
29.04.2024 9.71% 0.11 CHF 0.12 CHF 750'000 250'000 750'000 250'000 73'655 CHF 27'052 CHF 99.24% 99.24%
26.04.2024 8.12% 0.11 CHF 0.12 CHF 750'000 250'000 714'142 238'047 84'342 CHF 30'495 CHF 99.57% 99.57%
25.04.2024 6.01% 0.15 CHF 0.16 CHF 600'000 200'000 619'813 206'604 100'454 CHF 35'551 CHF 99.48% 99.48%
24.04.2024 2.96% 0.35 CHF 0.36 CHF 450'000 150'000 450'000 150'000 149'705 CHF 51'402 CHF 99.59% 99.59%
23.04.2024 2.92% 0.34 CHF 0.35 CHF 450'000 150'000 450'000 150'000 152'098 CHF 52'199 CHF 99.36% 99.36%

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