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
24.05.2024 3.29% 0.54 CHF 0.55 CHF 100'000 100'000 100'000 40'472 53'346 CHF 22'162 CHF 99.63% 99.63%
23.05.2024 4.07% 0.63 CHF 0.69 CHF 10'000 10'000 67'975 24'121 46'200 CHF 16'738 CHF 99.63% 99.63%
22.05.2024 2.71% 0.71 CHF 0.72 CHF 100'000 100'000 85'333 40'387 55'887 CHF 27'608 CHF 98.28% 98.28%
21.05.2024 2.67% 0.56 CHF 0.57 CHF 100'000 100'000 84'583 40'498 54'711 CHF 25'572 CHF 99.65% 99.65%
17.05.2024 2.34% 0.78 CHF 0.79 CHF 100'000 100'000 76'523 40'493 58'097 CHF 31'677 CHF 99.66% 99.66%
16.05.2024 1.95% 0.88 CHF 0.89 CHF 100'000 100'000 68'693 40'494 62'379 CHF 37'570 CHF 99.66% 99.66%
15.05.2024 1.92% 0.83 CHF 0.84 CHF 100'000 100'000 68'553 40'483 61'170 CHF 35'223 CHF 99.58% 99.58%
14.05.2024 2.00% 0.86 CHF 0.87 CHF 100'000 100'000 69'324 40'547 60'334 CHF 35'454 CHF 98.84% 98.84%
13.05.2024 1.74% 0.92 CHF 0.93 CHF 100'000 100'000 60'865 40'493 60'800 CHF 40'516 CHF 99.66% 99.66%
10.05.2024 1.50% 1.03 CHF 1.04 CHF 100'000 100'000 60'665 40'208 70'257 CHF 46'448 CHF 98.53% 98.53%

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