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 2.66% 0.37 CHF 0.38 CHF 140'000 100'000 140'000 100'000 51'891 CHF 38'065 CHF 87.32% 87.32%
15.05.2024 2.87% 0.37 CHF 0.38 CHF 140'000 100'000 148'616 99'752 51'320 CHF 35'480 CHF 97.11% 97.11%
14.05.2024 2.75% 0.35 CHF 0.36 CHF 150'000 100'000 141'938 100'000 50'895 CHF 36'869 CHF 98.56% 98.56%
13.05.2024 2.73% 0.36 CHF 0.37 CHF 140'000 100'000 140'083 100'000 50'679 CHF 37'178 CHF 96.50% 96.50%
10.05.2024 2.81% 0.36 CHF 0.37 CHF 140'000 100'000 147'773 100'000 51'818 CHF 36'097 CHF 98.02% 98.02%
08.05.2024 3.18% 0.33 CHF 0.34 CHF 160'000 100'000 167'850 100'000 51'946 CHF 31'980 CHF 99.74% 99.74%
07.05.2024 3.75% 0.27 CHF 0.28 CHF 190'000 100'000 197'035 100'000 51'550 CHF 27'176 CHF 90.72% 90.72%
06.05.2024 3.50% 0.26 CHF 0.27 CHF 200'000 100'000 183'468 100'000 51'537 CHF 29'127 CHF 97.92% 97.92%
03.05.2024 3.56% 0.27 CHF 0.28 CHF 190'000 100'000 184'323 100'000 50'851 CHF 28'602 CHF 97.82% 97.82%
02.05.2024 3.65% 0.27 CHF 0.28 CHF 190'000 100'000 191'022 100'000 51'349 CHF 27'898 CHF 99.41% 99.41%

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