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 10.94% 0.10 CHF 0.11 CHF 500'000 200'000 500'000 52'272 47'792 CHF 5'523 CHF 99.46% 99.46%
15.05.2024 10.13% 0.09 CHF 0.10 CHF 500'000 200'000 479'742 51'758 49'672 CHF 5'605 CHF 98.75% 98.75%
14.05.2024 10.65% 0.11 CHF 0.12 CHF 460'000 200'000 489'050 52'636 48'328 CHF 5'987 CHF 98.62% 98.62%
13.05.2024 12.72% 0.10 CHF 0.11 CHF 500'000 200'000 500'000 52'225 41'253 CHF 5'408 CHF 99.52% 99.52%
10.05.2024 9.95% 0.09 CHF 0.10 CHF 500'000 200'000 469'981 36'795 50'165 CHF 4'031 CHF 89.61% 89.61%
08.05.2024 8.64% 0.11 CHF 0.12 CHF 460'000 200'000 415'840 52'231 50'555 CHF 6'437 CHF 99.52% 99.52%
07.05.2024 8.28% 0.14 CHF 0.15 CHF 360'000 200'000 395'222 52'306 50'551 CHF 7'621 CHF 99.44% 99.44%
06.05.2024 8.34% 0.12 CHF 0.13 CHF 420'000 200'000 398'529 52'234 50'616 CHF 6'952 CHF 99.53% 99.53%
03.05.2024 7.30% 0.12 CHF 0.13 CHF 420'000 200'000 349'642 52'182 50'916 CHF 7'455 CHF 94.64% 94.64%
02.05.2024 7.26% 0.14 CHF 0.15 CHF 360'000 200'000 346'661 52'267 50'800 CHF 7'987 CHF 99.49% 99.49%

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