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 7.50% 0.13 CHF 0.14 CHF 230'000 230'000 229'707 229'707 29'614 CHF 31'914 CHF 99.23% 99.23%
15.05.2024 9.35% 0.13 CHF 0.14 CHF 270'000 270'000 269'498 269'498 27'806 CHF 30'506 CHF 99.90% 99.90%
14.05.2024 8.27% 0.11 CHF 0.12 CHF 250'000 250'000 249'855 249'855 29'030 CHF 31'530 CHF 99.59% 99.59%
13.05.2024 8.09% 0.11 CHF 0.12 CHF 250'000 250'000 250'000 250'000 29'704 CHF 32'204 CHF 99.81% 99.81%
10.05.2024 8.55% 0.12 CHF 0.13 CHF 290'000 290'000 290'000 290'000 32'637 CHF 35'537 CHF 99.77% 99.77%
08.05.2024 12.29% 0.09 CHF 0.10 CHF 320'000 320'000 326'860 326'860 25'219 CHF 28'488 CHF 99.17% 99.17%
07.05.2024 18.80% 0.06 CHF 0.07 CHF 330'000 330'000 329'638 329'638 15'996 CHF 19'296 CHF 97.37% 97.37%
06.05.2024 14.41% 0.05 CHF 0.06 CHF 330'000 330'000 330'000 330'000 21'526 CHF 24'826 CHF 100.00% 100.00%
03.05.2024 14.91% 0.06 CHF 0.07 CHF 330'000 330'000 330'000 330'000 20'531 CHF 23'831 CHF 99.97% 99.97%
02.05.2024 15.43% 0.06 CHF 0.07 CHF 330'000 330'000 330'000 330'000 19'790 CHF 23'090 CHF 100.00% 100.00%

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