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
22.05.2024 3.05% 0.58 CHF 0.59 CHF 90'000 50'000 90'000 23'259 53'895 CHF 14'134 CHF 86.55% 86.55%
21.05.2024 3.74% 0.60 CHF 0.61 CHF 90'000 50'000 103'568 21'189 52'904 CHF 11'894 CHF 93.43% 93.43%
17.05.2024 4.19% 0.44 CHF 0.45 CHF 120'000 50'000 120'000 23'220 52'609 CHF 10'521 CHF 87.28% 87.28%
16.05.2024 3.66% 0.45 CHF 0.46 CHF 120'000 50'000 102'877 23'033 51'039 CHF 11'589 CHF 87.72% 87.72%
15.05.2024 4.52% 0.48 CHF 0.49 CHF 110'000 50'000 126'703 21'998 52'359 CHF 9'777 CHF 99.67% 99.67%
14.05.2024 4.87% 0.37 CHF 0.38 CHF 140'000 50'000 140'079 23'744 52'285 CHF 9'223 CHF 84.19% 84.19%
13.05.2024 4.70% 0.36 CHF 0.37 CHF 140'000 50'000 132'238 22'908 51'724 CHF 9'164 CHF 74.17% 74.17%
10.05.2024 3.82% 0.44 CHF 0.45 CHF 120'000 50'000 118'545 32'401 52'891 CHF 14'921 CHF 45.48% 45.48%
08.05.2024 3.73% 0.48 CHF 0.49 CHF 110'000 50'000 105'692 23'352 51'892 CHF 11'740 CHF 87.23% 87.23%
07.05.2024 4.20% 0.47 CHF 0.48 CHF 110'000 50'000 118'214 24'277 51'749 CHF 11'243 CHF 80.40% 80.40%

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