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
16.05.2024 21.72% 0.07 CHF 0.08 CHF 500'000 30'000 500'000 18'345 36'285 CHF 1'627 CHF 99.02% 99.02%
15.05.2024 - 0.09 CHF - CHF 500'000 0 0 0 0 CHF 0 CHF 0.00% 95.92%
14.05.2024 11.16% 0.14 CHF 0.15 CHF 360'000 30'000 341'351 18'384 50'957 CHF 3'034 CHF 97.90% 97.90%
13.05.2024 11.40% 0.15 CHF 0.16 CHF 340'000 30'000 345'726 18'319 50'821 CHF 3'005 CHF 99.82% 99.82%
10.05.2024 10.52% 0.17 CHF 0.18 CHF 300'000 30'000 318'657 18'194 51'117 CHF 3'223 CHF 98.67% 98.67%
08.05.2024 9.05% 0.18 CHF 0.19 CHF 280'000 30'000 270'836 18'308 50'601 CHF 3'724 CHF 99.93% 99.93%
07.05.2024 8.49% 0.18 CHF 0.19 CHF 280'000 30'000 253'162 18'315 50'335 CHF 3'910 CHF 99.71% 99.71%
06.05.2024 6.86% 0.23 CHF 0.24 CHF 220'000 30'000 204'543 18'313 50'684 CHF 4'790 CHF 100.00% 100.00%
03.05.2024 7.01% 0.29 CHF 0.32 CHF 6'000 6'000 93'150 11'726 35'587 CHF 4'590 CHF 95.71% 95.71%
02.05.2024 3.49% 0.50 CHF 0.51 CHF 100'000 30'000 103'525 18'339 52'157 CHF 9'680 CHF 98.79% 98.79%

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