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
17.05.2024 3.13% 0.31 CHF 0.32 CHF 450'000 150'000 450'000 150'000 141'756 CHF 48'752 CHF 99.05% 99.05%
16.05.2024 2.98% 0.32 CHF 0.33 CHF 450'000 150'000 450'000 150'000 148'624 CHF 51'041 CHF 99.19% 99.19%
15.05.2024 2.96% 0.33 CHF 0.34 CHF 450'000 150'000 450'000 150'000 149'904 CHF 51'468 CHF 99.12% 99.12%
14.05.2024 3.21% 0.33 CHF 0.34 CHF 450'000 150'000 450'000 150'000 138'057 CHF 47'519 CHF 99.27% 99.27%
13.05.2024 3.45% 0.28 CHF 0.29 CHF 450'000 150'000 450'000 150'000 128'297 CHF 44'266 CHF 98.75% 98.75%
10.05.2024 3.57% 0.28 CHF 0.29 CHF 450'000 150'000 450'000 150'000 123'789 CHF 42'763 CHF 99.27% 99.27%
08.05.2024 4.09% 0.28 CHF 0.29 CHF 450'000 150'000 560'848 150'000 133'941 CHF 37'708 CHF 99.27% 99.27%
07.05.2024 4.81% 0.21 CHF 0.22 CHF 600'000 150'000 600'000 150'000 121'884 CHF 31'971 CHF 99.27% 99.27%
06.05.2024 5.12% 0.20 CHF 0.21 CHF 600'000 150'000 600'000 150'000 114'331 CHF 30'083 CHF 99.27% 99.27%
03.05.2024 4.79% 0.20 CHF 0.21 CHF 600'000 150'000 600'000 150'000 122'346 CHF 32'086 CHF 99.11% 99.11%

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