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 9.10% 0.23 CHF 0.24 CHF 220'000 100'000 167'700 84'234 41'375 CHF 21'815 CHF 99.00% 99.00%
15.05.2024 12.81% 0.21 CHF 0.28 CHF 20'000 20'000 157'179 73'193 35'000 CHF 17'363 CHF 98.05% 98.05%
14.05.2024 5.18% 0.22 CHF 0.23 CHF 230'000 100'000 243'332 98'953 49'570 CHF 21'184 CHF 97.88% 97.88%
13.05.2024 5.06% 0.21 CHF 0.22 CHF 240'000 100'000 230'567 98'506 49'616 CHF 22'215 CHF 99.99% 99.99%
10.05.2024 4.51% 0.21 CHF 0.22 CHF 240'000 100'000 233'306 100'000 50'520 CHF 22'669 CHF 91.00% 91.00%
08.05.2024 4.84% 0.20 CHF 0.21 CHF 250'000 100'000 248'264 100'000 50'097 CHF 21'187 CHF 99.99% 99.99%
07.05.2024 4.47% 0.22 CHF 0.23 CHF 230'000 100'000 231'213 100'000 50'532 CHF 22'879 CHF 99.96% 99.96%
06.05.2024 6.40% 0.23 CHF 0.24 CHF 220'000 100'000 189'929 92'150 45'816 CHF 23'254 CHF 99.99% 99.99%
03.05.2024 8.33% 0.25 CHF 0.26 CHF 200'000 100'000 186'948 85'985 42'545 CHF 20'687 CHF 97.28% 97.28%
02.05.2024 7.91% 0.17 CHF 0.18 CHF 300'000 100'000 269'995 94'455 47'389 CHF 17'597 CHF 99.47% 99.47%

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