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 4.84% 0.22 CHF 0.23 CHF 250'000 250'000 257'149 257'149 51'865 CHF 54'436 CHF 99.24% 99.24%
15.05.2024 5.99% 0.18 CHF 0.19 CHF 275'000 275'000 322'099 322'099 52'140 CHF 55'361 CHF 99.39% 99.39%
14.05.2024 6.73% 0.15 CHF 0.16 CHF 350'000 350'000 365'429 365'429 52'490 CHF 56'145 CHF 99.17% 99.17%
13.05.2024 5.14% 0.17 CHF 0.18 CHF 300'000 300'000 274'623 274'623 51'988 CHF 54'734 CHF 99.39% 99.39%
10.05.2024 4.21% 0.23 CHF 0.24 CHF 225'000 225'000 226'243 226'243 52'627 CHF 54'889 CHF 99.38% 99.38%
08.05.2024 3.62% 0.26 CHF 0.27 CHF 200'000 200'000 194'068 194'068 52'789 CHF 54'729 CHF 99.39% 99.39%
07.05.2024 4.66% 0.19 CHF 0.20 CHF 250'000 250'000 250'000 250'000 52'487 CHF 54'987 CHF 99.23% 99.23%
06.05.2024 4.70% 0.21 CHF 0.22 CHF 250'000 250'000 249'673 249'673 51'959 CHF 54'456 CHF 99.19% 99.19%
03.05.2024 4.17% 0.23 CHF 0.24 CHF 225'000 225'000 225'981 225'982 53'088 CHF 55'347 CHF 99.38% 99.38%
02.05.2024 4.07% 0.24 CHF 0.25 CHF 200'000 200'000 219'096 219'096 52'698 CHF 54'889 CHF 99.38% 99.38%

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