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
17.06.2024 9.70% 0.11 CHF 0.12 CHF 560'000 560'000 253'964 253'964 25'881 CHF 28'438 CHF 98.97% 98.97%
14.06.2024 8.96% 0.10 CHF 0.11 CHF 530'000 530'000 177'970 177'970 19'237 CHF 21'028 CHF 99.75% 99.75%
13.06.2024 7.77% 0.12 CHF 0.13 CHF 490'000 490'000 217'543 217'543 27'387 CHF 29'573 CHF 97.28% 97.28%
12.06.2024 6.76% 0.14 CHF 0.15 CHF 470'000 470'000 201'317 201'317 29'130 CHF 31'151 CHF 98.78% 98.78%
11.06.2024 5.96% 0.16 CHF 0.17 CHF 420'000 420'000 181'046 181'046 29'513 CHF 31'332 CHF 98.60% 98.60%
10.06.2024 5.69% 0.18 CHF 0.19 CHF 400'000 400'000 173'948 173'948 30'972 CHF 32'719 CHF 98.43% 98.43%
07.06.2024 5.43% 0.18 CHF 0.19 CHF 400'000 400'000 174'932 174'932 32'263 CHF 34'019 CHF 98.33% 98.33%
05.06.2024 5.82% 0.17 CHF 0.18 CHF 430'000 430'000 190'897 190'897 32'574 CHF 34'491 CHF 98.49% 98.49%
04.06.2024 6.64% 0.15 CHF 0.16 CHF 460'000 460'000 201'668 201'668 30'771 CHF 32'802 CHF 96.66% 96.66%
03.06.2024 8.22% 0.13 CHF 0.14 CHF 550'000 550'000 238'495 238'495 30'174 CHF 32'572 CHF 98.03% 98.03%

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