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 9.52% 0.10 CHF 0.11 CHF 250'000 250'000 247'787 247'787 24'779 CHF 27'257 CHF 99.51% 99.51%
15.05.2024 10.37% 0.10 CHF 0.11 CHF 250'000 250'000 250'000 250'000 22'905 CHF 25'405 CHF 99.46% 99.52%
14.05.2024 10.48% 0.09 CHF 0.10 CHF 250'000 250'000 250'000 250'000 22'616 CHF 25'116 CHF 99.54% 99.54%
13.05.2024 9.54% 0.10 CHF 0.11 CHF 225'000 225'000 225'000 225'000 22'456 CHF 24'706 CHF 99.57% 99.57%
10.05.2024 9.51% 0.10 CHF 0.11 CHF 250'000 250'000 250'000 250'000 25'035 CHF 27'535 CHF 99.54% 99.54%
08.05.2024 8.82% 0.11 CHF 0.12 CHF 225'000 225'000 225'000 225'000 24'424 CHF 26'674 CHF 99.49% 99.49%
07.05.2024 9.41% 0.10 CHF 0.11 CHF 225'000 225'000 225'000 225'000 22'818 CHF 25'068 CHF 99.51% 99.51%
06.05.2024 8.81% 0.11 CHF 0.12 CHF 200'000 200'000 200'000 200'000 21'733 CHF 23'733 CHF 99.51% 99.51%
03.05.2024 8.26% 0.11 CHF 0.12 CHF 175'000 175'000 175'000 175'000 20'352 CHF 22'102 CHF 99.55% 99.55%
02.05.2024 7.69% 0.12 CHF 0.13 CHF 175'000 175'000 175'000 175'000 21'913 CHF 23'663 CHF 99.51% 99.51%

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