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 11.88% 0.07 CHF 0.08 CHF 300'000 100'000 300'000 100'000 23'795 CHF 8'932 CHF 99.37% 99.37%
15.05.2024 9.00% 0.10 CHF 0.11 CHF 300'000 100'000 300'000 100'000 31'919 CHF 11'640 CHF 99.15% 99.15%
14.05.2024 7.95% 0.11 CHF 0.12 CHF 300'000 100'000 300'000 100'000 36'336 CHF 13'112 CHF 99.36% 99.36%
13.05.2024 7.44% 0.13 CHF 0.14 CHF 300'000 100'000 300'000 100'000 38'910 CHF 13'970 CHF 98.85% 98.85%
10.05.2024 6.29% 0.14 CHF 0.15 CHF 300'000 100'000 300'000 100'000 46'712 CHF 16'571 CHF 99.36% 99.36%
08.05.2024 5.01% 0.19 CHF 0.20 CHF 300'000 100'000 300'000 100'000 58'449 CHF 20'483 CHF 99.36% 99.36%
07.05.2024 4.82% 0.20 CHF 0.21 CHF 300'000 100'000 300'000 100'000 60'795 CHF 21'265 CHF 99.37% 99.37%
06.05.2024 4.37% 0.22 CHF 0.23 CHF 300'000 100'000 300'000 100'000 67'153 CHF 23'384 CHF 99.37% 99.37%
03.05.2024 3.64% 0.26 CHF 0.27 CHF 300'000 100'000 300'000 100'000 81'141 CHF 28'047 CHF 99.13% 99.13%
02.05.2024 3.64% 0.28 CHF 0.29 CHF 300'000 100'000 300'000 100'000 80'971 CHF 27'990 CHF 99.34% 99.34%

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