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 5.42% 0.18 CHF 0.19 CHF 300'000 300'000 300'000 300'000 53'897 CHF 56'897 CHF 99.04% 99.04%
15.05.2024 5.98% 0.17 CHF 0.18 CHF 300'000 300'000 319'657 319'657 51'849 CHF 55'045 CHF 99.10% 99.10%
14.05.2024 6.34% 0.16 CHF 0.17 CHF 350'000 350'000 342'899 342'898 52'411 CHF 55'840 CHF 98.90% 98.90%
13.05.2024 6.06% 0.15 CHF 0.16 CHF 350'000 350'000 324'171 324'171 51'883 CHF 55'125 CHF 99.18% 99.18%
10.05.2024 6.26% 0.15 CHF 0.16 CHF 350'000 350'000 337'944 337'945 52'273 CHF 55'652 CHF 96.48% 96.48%
08.05.2024 6.44% 0.16 CHF 0.17 CHF 350'000 350'000 350'451 350'451 52'703 CHF 56'208 CHF 99.17% 99.17%
07.05.2024 6.06% 0.16 CHF 0.17 CHF 325'000 325'000 325'300 325'300 52'040 CHF 55'293 CHF 98.89% 98.89%
06.05.2024 6.45% 0.15 CHF 0.16 CHF 350'000 350'000 350'000 350'000 52'500 CHF 56'000 CHF 98.97% 98.97%
03.05.2024 7.18% 0.14 CHF 0.15 CHF 350'000 350'000 387'664 387'664 52'088 CHF 55'965 CHF 98.66% 98.66%
02.05.2024 7.37% 0.13 CHF 0.14 CHF 400'000 400'000 397'279 397'279 51'892 CHF 55'865 CHF 98.71% 98.71%

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