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 - 0.90 CHF - CHF 75'000 0 0 0 0 CHF 0 CHF 0.00% 93.90%
15.05.2024 8.66% 0.76 CHF 0.72 CHF 75'000 75'000 75'000 75'000 49'698 CHF 54'198 CHF 0.32% 98.63%
14.05.2024 10.25% 0.59 CHF 0.65 CHF 100'000 100'000 100'000 100'000 55'568 CHF 61'568 CHF 98.39% 98.39%
13.05.2024 10.07% 0.60 CHF 0.66 CHF 100'000 100'000 100'000 100'000 56'662 CHF 62'662 CHF 99.18% 99.18%
10.05.2024 11.14% 0.56 CHF 0.62 CHF 100'000 100'000 108'464 108'464 55'115 CHF 61'623 CHF 96.50% 96.50%
08.05.2024 11.75% 0.54 CHF 0.60 CHF 100'000 100'000 120'911 120'911 58'100 CHF 65'355 CHF 99.18% 99.18%
07.05.2024 11.43% 0.49 CHF 0.55 CHF 125'000 125'000 114'183 114'183 56'454 CHF 63'305 CHF 98.98% 98.98%
06.05.2024 13.08% 0.46 CHF 0.52 CHF 125'000 125'000 125'049 125'049 53'731 CHF 61'234 CHF 98.98% 98.98%
03.05.2024 15.73% 0.38 CHF 0.44 CHF 150'000 150'000 150'046 150'046 52'823 CHF 61'826 CHF 95.93% 95.93%
02.05.2024 14.85% 0.33 CHF 0.39 CHF 175'000 175'000 144'921 144'920 54'091 CHF 62'786 CHF 98.71% 98.71%

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