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 3.85% 0.25 CHF 0.26 CHF 200'000 25'000 199'375 25'000 50'832 CHF 6'627 CHF 91.17% 91.17%
28.05.2024 3.72% 0.25 CHF 0.26 CHF 200'000 25'000 194'312 25'000 51'256 CHF 6'856 CHF 96.93% 96.93%
27.05.2024 3.39% 0.29 CHF 0.30 CHF 180'000 25'000 177'853 25'000 51'621 CHF 7'509 CHF 80.39% 80.39%
24.05.2024 3.55% 0.29 CHF 0.30 CHF 180'000 25'000 184'488 25'000 51'041 CHF 7'172 CHF 95.80% 95.80%
23.05.2024 3.55% 0.28 CHF 0.29 CHF 180'000 25'000 183'643 25'000 50'733 CHF 7'160 CHF 90.64% 90.64%
22.05.2024 4.02% 0.25 CHF 0.26 CHF 200'000 25'000 206'781 25'000 50'411 CHF 6'349 CHF 93.60% 93.60%
21.05.2024 4.19% 0.24 CHF 0.25 CHF 210'000 25'000 216'142 25'000 50'503 CHF 6'096 CHF 99.17% 99.17%
17.05.2024 5.11% 0.21 CHF 0.22 CHF 240'000 25'000 267'468 25'000 50'967 CHF 5'022 CHF 90.06% 90.06%
16.05.2024 5.69% 0.19 CHF 0.20 CHF 270'000 25'000 298'445 25'000 50'910 CHF 4'523 CHF 88.53% 88.53%
15.05.2024 5.33% 0.19 CHF 0.20 CHF 270'000 25'000 275'483 24'953 50'807 CHF 4'855 CHF 94.35% 94.35%

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