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
15.05.2024 4.53% 0.24 CHF 0.25 CHF 450'000 150'000 450'000 150'000 97'904 CHF 34'135 CHF 99.53% 99.53%
14.05.2024 6.44% 0.15 CHF 0.16 CHF 450'000 150'000 450'000 150'000 67'893 CHF 24'131 CHF 99.37% 99.37%
13.05.2024 7.75% 0.15 CHF 0.16 CHF 450'000 150'000 518'184 172'728 65'887 CHF 23'690 CHF 98.80% 98.80%
10.05.2024 18.29% 0.05 CHF 0.06 CHF 750'000 250'000 817'299 283'866 43'355 CHF 17'560 CHF 99.36% 99.36%
08.05.2024 49.42% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 17'288 CHF 13'644 CHF 99.37% 99.37%
07.05.2024 58.38% 0.01 CHF 0.02 CHF 1'000'000 500'000 999'973 500'000 13'108 CHF 11'554 CHF 98.16% 98.16%
06.05.2024 28.61% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 29'963 CHF 19'982 CHF 99.38% 99.38%
03.05.2024 27.25% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 32'088 CHF 21'044 CHF 99.35% 99.35%
02.05.2024 32.16% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 26'869 CHF 18'435 CHF 99.36% 99.36%
30.04.2024 22.39% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 39'730 CHF 24'865 CHF 99.38% 99.38%

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