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 8.65% 0.35 CHF 0.38 CHF 25'000 25'000 25'471 25'144 9'188 CHF 9'885 CHF 48.61% 48.61%
15.05.2024 6.14% 0.38 CHF 0.40 CHF 106'699 50'000 106'144 49'562 40'427 CHF 20'070 CHF 91.44% 91.44%
14.05.2024 5.90% 0.38 CHF 0.40 CHF 107'514 50'000 110'117 50'000 39'046 CHF 18'819 CHF 87.59% 87.59%
13.05.2024 7.17% 0.32 CHF 0.35 CHF 113'801 50'000 113'053 50'000 37'347 CHF 17'747 CHF 94.19% 94.19%
10.05.2024 6.55% 0.33 CHF 0.35 CHF 113'659 50'000 114'976 50'000 36'828 CHF 17'100 CHF 95.65% 95.65%
08.05.2024 7.33% 0.32 CHF 0.35 CHF 114'345 50'000 121'200 50'000 34'241 CHF 15'241 CHF 98.35% 98.35%
07.05.2024 9.02% 0.24 CHF 0.27 CHF 125'994 50'000 128'415 50'000 30'366 CHF 12'940 CHF 98.88% 98.88%
06.05.2024 8.01% 0.22 CHF 0.25 CHF 130'227 50'000 132'224 50'000 29'276 CHF 12'011 CHF 93.02% 93.02%
03.05.2024 13.05% 0.22 CHF 0.26 CHF 25'000 25'000 25'000 25'000 5'565 CHF 6'341 CHF 96.72% 96.72%
02.05.2024 6.77% 0.20 CHF 0.22 CHF 138'214 50'000 136'533 50'000 28'299 CHF 11'090 CHF 88.43% 88.43%

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