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
23.05.2024 5.91% 0.17 CHF 0.18 CHF 600'000 200'000 576'112 192'037 94'616 CHF 33'459 CHF 95.95% 95.95%
22.05.2024 6.29% 0.15 CHF 0.16 CHF 600'000 200'000 600'000 200'000 92'633 CHF 32'878 CHF 99.39% 99.39%
21.05.2024 4.73% 0.20 CHF 0.21 CHF 450'000 150'000 450'000 150'000 93'187 CHF 32'562 CHF 96.56% 96.56%
17.05.2024 4.03% 0.25 CHF 0.26 CHF 450'000 150'000 450'000 150'000 109'356 CHF 37'952 CHF 99.36% 99.36%
16.05.2024 4.44% 0.21 CHF 0.22 CHF 450'000 150'000 455'693 151'898 100'825 CHF 35'127 CHF 99.31% 99.31%
15.05.2024 3.12% 0.28 CHF 0.29 CHF 450'000 150'000 450'000 150'000 143'215 CHF 49'238 CHF 99.40% 99.40%
14.05.2024 2.90% 0.32 CHF 0.33 CHF 450'000 150'000 450'000 150'000 153'129 CHF 52'543 CHF 98.91% 98.91%
13.05.2024 2.86% 0.35 CHF 0.36 CHF 450'000 150'000 450'000 150'000 154'935 CHF 53'145 CHF 99.38% 99.38%
10.05.2024 2.75% 0.34 CHF 0.35 CHF 450'000 150'000 450'000 150'000 161'611 CHF 55'370 CHF 99.38% 99.38%
08.05.2024 3.84% 0.27 CHF 0.28 CHF 450'000 150'000 450'457 150'168 115'250 CHF 39'922 CHF 99.38% 99.38%

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