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 4.31% 0.22 CHF 0.23 CHF 230'000 100'000 222'931 57'754 50'579 CHF 13'726 CHF 99.51% 99.51%
15.05.2024 5.74% 0.20 CHF 0.21 CHF 250'000 100'000 301'728 57'807 50'998 CHF 10'646 CHF 98.39% 98.39%
14.05.2024 6.72% 0.15 CHF 0.16 CHF 340'000 100'000 352'673 57'882 50'757 CHF 8'941 CHF 97.70% 97.70%
13.05.2024 5.61% 0.15 CHF 0.16 CHF 340'000 100'000 293'508 58'477 50'841 CHF 10'455 CHF 97.61% 97.61%
10.05.2024 6.30% 0.15 CHF 0.16 CHF 340'000 100'000 332'319 57'545 51'071 CHF 9'433 CHF 98.51% 98.51%
08.05.2024 6.87% 0.15 CHF 0.16 CHF 340'000 100'000 360'213 57'766 50'665 CHF 8'708 CHF 99.23% 99.23%
07.05.2024 5.85% 0.16 CHF 0.17 CHF 320'000 100'000 307'896 57'753 51'055 CHF 10'110 CHF 99.46% 99.46%
06.05.2024 7.02% 0.14 CHF 0.15 CHF 360'000 100'000 367'292 57'734 50'459 CHF 8'458 CHF 99.50% 99.50%
03.05.2024 8.92% 0.13 CHF 0.14 CHF 390'000 100'000 468'525 57'772 50'194 CHF 7'077 CHF 99.37% 99.37%
02.05.2024 9.35% 0.10 CHF 0.11 CHF 500'000 100'000 485'792 57'758 49'620 CHF 6'415 CHF 99.50% 99.50%

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