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
29.05.2024 3.21% 0.26 CHF 0.27 CHF 300'000 100'000 241'262 80'421 73'875 CHF 25'429 CHF 99.38% 99.38%
28.05.2024 2.97% 0.33 CHF 0.34 CHF 225'000 75'000 225'000 75'000 74'744 CHF 25'665 CHF 99.37% 99.37%
27.05.2024 2.87% 0.34 CHF 0.35 CHF 225'000 75'000 225'000 75'000 77'308 CHF 26'519 CHF 99.37% 99.37%
24.05.2024 2.98% 0.32 CHF 0.33 CHF 225'000 75'000 230'190 76'730 76'158 CHF 26'153 CHF 99.34% 99.34%
23.05.2024 2.94% 0.34 CHF 0.35 CHF 225'000 75'000 225'068 75'023 75'457 CHF 25'903 CHF 99.35% 99.35%
22.05.2024 3.29% 0.30 CHF 0.31 CHF 300'000 100'000 293'187 97'729 87'585 CHF 30'172 CHF 99.36% 99.36%
21.05.2024 3.37% 0.29 CHF 0.30 CHF 300'000 100'000 300'000 100'000 87'643 CHF 30'214 CHF 99.24% 99.24%
17.05.2024 2.94% 0.31 CHF 0.32 CHF 300'000 100'000 262'932 87'644 87'729 CHF 30'119 CHF 99.37% 99.37%
16.05.2024 2.92% 0.36 CHF 0.37 CHF 225'000 75'000 292'531 97'510 98'634 CHF 33'853 CHF 98.49% 98.49%
15.05.2024 3.24% 0.33 CHF 0.34 CHF 300'000 100'000 300'000 100'000 91'128 CHF 31'376 CHF 98.32% 98.32%

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