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 15.56% 0.06 CHF 0.07 CHF 850'000 425'000 861'092 432'395 51'031 CHF 29'942 CHF 99.16% 99.16%
13.05.2024 15.38% 0.06 CHF 0.07 CHF 850'000 425'000 845'427 423'666 50'726 CHF 29'657 CHF 99.39% 99.39%
10.05.2024 15.36% 0.06 CHF 0.07 CHF 850'000 425'000 836'598 421'091 50'296 CHF 29'527 CHF 99.39% 99.39%
08.05.2024 14.29% 0.07 CHF 0.08 CHF 775'000 400'000 775'000 400'000 50'375 CHF 30'000 CHF 99.38% 99.38%
07.05.2024 14.72% 0.07 CHF 0.08 CHF 775'000 400'000 800'622 408'761 50'359 CHF 29'816 CHF 99.24% 99.24%
06.05.2024 15.33% 0.06 CHF 0.07 CHF 850'000 425'000 839'285 421'633 50'567 CHF 29'623 CHF 99.21% 99.21%
03.05.2024 14.36% 0.07 CHF 0.08 CHF 775'000 400'000 774'335 400'034 50'051 CHF 29'861 CHF 99.39% 99.39%
02.05.2024 14.27% 0.07 CHF 0.08 CHF 775'000 400'000 759'048 395'216 49'386 CHF 29'666 CHF 99.39% 99.39%
30.04.2024 13.84% 0.07 CHF 0.08 CHF 725'000 375'000 752'288 388'644 50'604 CHF 30'031 CHF 99.43% 99.43%
29.04.2024 13.19% 0.07 CHF 0.08 CHF 775'000 400'000 712'109 381'426 50'473 CHF 31'312 CHF 99.30% 99.30%

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