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
17.06.2024 6.95% 0.27 CHF 0.28 CHF 200'000 200'000 192'383 77'202 51'619 CHF 21'957 CHF 85.44% 85.44%
14.06.2024 6.85% 0.27 CHF 0.28 CHF 200'000 200'000 196'465 83'562 52'041 CHF 23'706 CHF 99.65% 99.65%
13.06.2024 6.23% 0.28 CHF 0.29 CHF 200'000 200'000 181'312 83'552 52'328 CHF 24'869 CHF 99.68% 99.68%
12.06.2024 5.46% 0.33 CHF 0.34 CHF 200'000 200'000 167'382 83'835 56'010 CHF 29'559 CHF 98.66% 98.66%
11.06.2024 5.90% 0.32 CHF 0.33 CHF 200'000 200'000 173'129 80'122 54'139 CHF 26'441 CHF 96.42% 96.42%
10.06.2024 5.95% 0.30 CHF 0.31 CHF 200'000 200'000 176'425 83'552 53'676 CHF 26'447 CHF 99.68% 99.68%
07.06.2024 6.35% 0.30 CHF 0.31 CHF 200'000 200'000 185'609 83'900 53'216 CHF 25'649 CHF 98.66% 98.66%
05.06.2024 6.56% 0.31 CHF 0.32 CHF 200'000 200'000 190'782 84'581 52'947 CHF 25'177 CHF 96.66% 96.66%
04.06.2024 6.06% 0.27 CHF 0.28 CHF 200'000 200'000 175'328 84'348 51'974 CHF 25'430 CHF 97.38% 97.38%
03.06.2024 5.50% 0.28 CHF 0.30 CHF 200'000 200'000 162'111 83'572 52'910 CHF 27'696 CHF 99.54% 99.54%

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