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
17.05.2024 3.01% 0.34 CHF 0.35 CHF 900'000 300'000 900'000 300'000 295'093 CHF 101'364 CHF 99.37% 99.37%
16.05.2024 3.26% 0.30 CHF 0.31 CHF 900'000 300'000 900'000 300'000 271'673 CHF 93'558 CHF 98.50% 98.50%
15.05.2024 3.72% 0.30 CHF 0.31 CHF 900'000 300'000 945'717 345'717 249'903 CHF 94'433 CHF 98.31% 98.31%
14.05.2024 3.49% 0.27 CHF 0.28 CHF 900'000 300'000 900'000 300'000 253'803 CHF 87'601 CHF 99.37% 99.37%
13.05.2024 3.46% 0.27 CHF 0.28 CHF 900'000 300'000 900'013 300'013 256'100 CHF 88'369 CHF 98.92% 98.92%
10.05.2024 3.63% 0.29 CHF 0.30 CHF 900'000 300'000 984'649 384'649 266'348 CHF 107'719 CHF 99.37% 99.37%
08.05.2024 4.62% 0.24 CHF 0.25 CHF 1'000'000 400'000 1'000'000 400'000 212'349 CHF 88'940 CHF 99.35% 99.35%
07.05.2024 6.31% 0.17 CHF 0.18 CHF 1'000'000 400'000 1'000'000 438'564 154'014 CHF 71'653 CHF 94.64% 94.64%
06.05.2024 5.30% 0.15 CHF 0.16 CHF 1'000'000 500'000 1'000'000 403'371 185'075 CHF 78'569 CHF 99.37% 99.37%
03.05.2024 5.52% 0.17 CHF 0.18 CHF 1'000'000 400'000 1'000'000 400'000 176'343 CHF 74'537 CHF 99.36% 99.36%

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