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 15.47% 0.07 CHF 0.08 CHF 500'000 50'000 500'000 28'881 29'860 CHF 2'008 CHF 99.65% 99.65%
15.05.2024 12.32% 0.06 CHF 0.07 CHF 500'000 50'000 500'000 28'964 38'755 CHF 2'440 CHF 97.57% 97.57%
14.05.2024 25.97% 0.07 CHF 0.12 CHF 5'000 5'000 395'829 19'449 22'821 CHF 1'363 CHF 98.68% 98.68%
13.05.2024 17.71% 0.06 CHF 0.07 CHF 500'000 50'000 500'000 28'884 26'017 CHF 1'846 CHF 99.56% 99.56%
10.05.2024 15.53% 0.05 CHF 0.06 CHF 500'000 50'000 500'000 28'760 29'975 CHF 1'970 CHF 98.57% 98.57%
08.05.2024 23.24% 0.06 CHF 0.11 CHF 5'000 5'000 395'817 19'409 31'412 CHF 1'729 CHF 99.65% 99.65%
07.05.2024 8.46% 0.10 CHF 0.11 CHF 500'000 50'000 445'711 28'881 50'441 CHF 3'487 CHF 99.57% 99.57%
06.05.2024 7.82% 0.12 CHF 0.13 CHF 420'000 50'000 410'373 28'879 50'459 CHF 3'904 CHF 99.65% 99.65%
03.05.2024 8.48% 0.10 CHF 0.11 CHF 500'000 50'000 447'860 28'296 50'557 CHF 3'518 CHF 96.96% 96.96%
02.05.2024 7.49% 0.11 CHF 0.12 CHF 460'000 50'000 393'551 28'958 50'532 CHF 3'940 CHF 99.20% 99.20%

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