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 13.88% 0.06 CHF 0.07 CHF 900'000 300'000 900'000 300'000 60'603 CHF 23'201 CHF 98.14% 98.14%
06.05.2024 13.13% 0.08 CHF 0.09 CHF 900'000 300'000 900'000 300'000 64'266 CHF 24'422 CHF 99.36% 99.36%
03.05.2024 13.42% 0.07 CHF 0.08 CHF 900'000 300'000 900'000 300'000 62'602 CHF 23'867 CHF 99.13% 99.13%
02.05.2024 12.42% 0.07 CHF 0.08 CHF 900'000 300'000 900'000 300'000 68'235 CHF 25'745 CHF 99.33% 99.33%
30.04.2024 11.74% 0.08 CHF 0.09 CHF 900'000 300'000 900'000 300'000 72'183 CHF 27'061 CHF 98.10% 98.10%
29.04.2024 12.29% 0.08 CHF 0.09 CHF 900'000 300'000 900'000 300'000 68'986 CHF 25'995 CHF 99.16% 99.16%
26.04.2024 10.58% 0.09 CHF 0.10 CHF 900'000 300'000 900'000 300'000 80'577 CHF 29'859 CHF 99.36% 99.36%
25.04.2024 11.88% 0.09 CHF 0.10 CHF 900'000 300'000 900'000 300'000 71'469 CHF 26'823 CHF 98.40% 98.40%
24.04.2024 8.94% 0.09 CHF 0.10 CHF 900'000 300'000 900'000 300'000 96'558 CHF 35'186 CHF 98.35% 98.35%
23.04.2024 6.15% 0.16 CHF 0.17 CHF 900'000 300'000 900'000 300'000 142'066 CHF 50'355 CHF 99.32% 99.32%

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