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 4.59% 0.21 CHF 0.22 CHF 240'000 30'000 239'566 30'000 51'018 CHF 6'699 CHF 99.11% 99.11%
15.05.2024 3.84% 0.26 CHF 0.27 CHF 200'000 30'000 182'721 29'382 50'285 CHF 8'396 CHF 98.89% 98.89%
14.05.2024 4.29% 0.26 CHF 0.27 CHF 200'000 30'000 215'364 29'700 50'780 CHF 7'309 CHF 99.10% 99.10%
13.05.2024 4.21% 0.22 CHF 0.23 CHF 230'000 30'000 221'186 30'000 51'420 CHF 7'288 CHF 99.56% 99.56%
10.05.2024 4.43% 0.23 CHF 0.24 CHF 220'000 30'000 205'609 29'179 49'745 CHF 7'358 CHF 98.19% 98.19%
08.05.2024 3.67% 0.26 CHF 0.27 CHF 200'000 30'000 192'194 30'000 51'348 CHF 8'323 CHF 98.50% 98.50%
07.05.2024 3.78% 0.27 CHF 0.28 CHF 190'000 30'000 197'661 30'000 51'271 CHF 8'124 CHF 95.44% 95.44%
06.05.2024 5.46% 0.20 CHF 0.21 CHF 250'000 30'000 285'526 30'000 50'836 CHF 5'691 CHF 99.57% 99.57%
03.05.2024 6.45% 0.14 CHF 0.15 CHF 350'000 30'000 338'475 30'000 50'743 CHF 4'817 CHF 89.17% 89.17%
02.05.2024 7.49% 0.14 CHF 0.15 CHF 370'000 30'000 354'414 29'251 49'308 CHF 4'383 CHF 96.82% 96.82%

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