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 1.81% 0.58 CHF 0.59 CHF 200'000 200'000 200'000 200'000 109'356 CHF 111'356 CHF 99.47% 99.47%
15.05.2024 3.19% 0.54 CHF 0.55 CHF 200'000 200'000 161'899 161'899 84'603 CHF 86'349 CHF 95.28% 95.28%
14.05.2024 2.88% 0.38 CHF 0.39 CHF 200'000 200'000 197'641 197'641 70'357 CHF 72'342 CHF 98.36% 98.36%
13.05.2024 3.06% 0.30 CHF 0.31 CHF 200'000 200'000 200'000 200'000 64'519 CHF 66'519 CHF 99.51% 99.51%
10.05.2024 3.25% 0.32 CHF 0.33 CHF 200'000 200'000 194'527 194'527 64'595 CHF 66'559 CHF 98.19% 98.19%
08.05.2024 2.86% 0.34 CHF 0.35 CHF 200'000 200'000 200'000 200'000 68'894 CHF 70'894 CHF 99.50% 99.50%
07.05.2024 2.83% 0.36 CHF 0.37 CHF 200'000 200'000 200'000 200'000 69'594 CHF 71'594 CHF 99.57% 99.57%
06.05.2024 3.32% 0.31 CHF 0.32 CHF 200'000 200'000 200'000 200'000 59'317 CHF 61'317 CHF 99.56% 99.56%
03.05.2024 3.14% 0.28 CHF 0.29 CHF 200'000 200'000 200'000 200'000 63'148 CHF 65'148 CHF 89.82% 89.82%
02.05.2024 3.28% 0.34 CHF 0.35 CHF 200'000 200'000 195'144 195'144 63'196 CHF 65'164 CHF 99.55% 99.55%

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