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
29.05.2024 5.49% 0.36 CHF 0.38 CHF 225'000 75'000 225'000 75'000 79'767 CHF 28'089 CHF 99.38% 99.38%
28.05.2024 4.87% 0.38 CHF 0.40 CHF 225'000 75'000 225'000 75'000 90'300 CHF 31'600 CHF 99.38% 99.38%
27.05.2024 4.36% 0.43 CHF 0.45 CHF 225'000 75'000 225'000 75'000 101'071 CHF 35'191 CHF 99.36% 99.36%
24.05.2024 4.31% 0.47 CHF 0.49 CHF 225'000 75'000 225'000 75'000 102'151 CHF 35'550 CHF 99.35% 99.35%
23.05.2024 4.34% 0.46 CHF 0.48 CHF 225'000 75'000 225'000 75'000 101'403 CHF 35'301 CHF 99.37% 99.37%
22.05.2024 5.66% 0.37 CHF 0.39 CHF 225'000 75'000 293'643 97'881 100'987 CHF 35'620 CHF 99.36% 99.36%
21.05.2024 5.55% 0.34 CHF 0.36 CHF 300'000 100'000 299'941 100'000 106'530 CHF 37'515 CHF 98.94% 98.94%
17.05.2024 7.08% 0.12 CHF 0.13 CHF 450'000 150'000 370'142 123'381 50'111 CHF 17'938 CHF 99.36% 99.36%
16.05.2024 5.64% 0.16 CHF 0.17 CHF 300'000 100'000 300'000 100'000 51'779 CHF 18'260 CHF 98.47% 98.47%
15.05.2024 6.44% 0.17 CHF 0.18 CHF 300'000 100'000 367'687 122'562 54'843 CHF 19'507 CHF 98.32% 98.32%

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