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 123.18% 0.08 CHF 0.35 CHF 500'000 5'000 498'710 3'043 41'544 CHF 1'065 CHF 99.65% 99.65%
15.05.2024 132.82% 0.10 CHF 0.35 CHF 500'000 5'000 496'113 3'055 35'287 CHF 1'069 CHF 97.59% 97.59%
14.05.2024 109.59% 0.06 CHF 0.35 CHF 5'000 5'000 358'490 3'049 39'768 CHF 1'067 CHF 98.62% 98.62%
13.05.2024 87.01% 0.12 CHF 0.35 CHF 420'000 5'000 368'441 3'047 50'561 CHF 1'066 CHF 99.06% 99.06%
10.05.2024 93.59% 0.18 CHF 0.35 CHF 280'000 5'000 404'210 3'033 50'555 CHF 1'062 CHF 98.58% 98.58%
08.05.2024 89.27% 0.13 CHF 0.35 CHF 5'000 5'000 304'549 3'043 39'996 CHF 1'065 CHF 99.65% 99.65%
07.05.2024 111.44% 0.11 CHF 0.35 CHF 460'000 5'000 479'215 3'044 47'570 CHF 1'065 CHF 99.58% 99.58%
06.05.2024 111.78% 0.11 CHF 0.35 CHF 460'000 5'000 498'862 3'043 49'409 CHF 1'065 CHF 99.65% 99.65%
03.05.2024 89.20% 0.15 CHF 0.35 CHF 340'000 5'000 378'600 3'041 50'525 CHF 1'064 CHF 99.53% 99.53%
02.05.2024 93.32% 0.16 CHF 0.35 CHF 320'000 5'000 403'883 3'046 50'556 CHF 1'066 CHF 99.22% 99.22%

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