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 5.44% 0.43 CHF 0.44 CHF 120'000 10'000 112'290 4'129 51'026 CHF 1'927 CHF 99.67% 99.67%
28.05.2024 4.81% 0.48 CHF 0.49 CHF 110'000 10'000 102'090 4'129 52'444 CHF 2'152 CHF 99.67% 99.67%
27.05.2024 5.55% 0.52 CHF 0.55 CHF 100'000 2'500 100'000 2'500 52'565 CHF 1'389 CHF 99.68% 99.68%
24.05.2024 4.89% 0.53 CHF 0.54 CHF 100'000 10'000 100'031 4'124 51'356 CHF 2'222 CHF 99.59% 99.59%
23.05.2024 4.25% 0.53 CHF 0.54 CHF 100'000 10'000 92'037 4'129 53'624 CHF 2'421 CHF 99.66% 99.66%
22.05.2024 5.02% 0.59 CHF 0.60 CHF 90'000 10'000 107'314 4'146 53'810 CHF 2'225 CHF 98.50% 98.50%
21.05.2024 5.08% 0.49 CHF 0.50 CHF 110'000 10'000 109'249 4'130 53'678 CHF 2'119 CHF 99.68% 99.68%
17.05.2024 4.69% 0.50 CHF 0.51 CHF 100'000 10'000 100'000 4'129 52'999 CHF 2'242 CHF 99.67% 99.67%
16.05.2024 4.79% 0.52 CHF 0.53 CHF 100'000 10'000 100'000 4'129 52'263 CHF 2'248 CHF 99.67% 99.67%
15.05.2024 5.14% 0.52 CHF 0.53 CHF 100'000 10'000 107'826 4'130 52'636 CHF 2'137 CHF 99.67% 99.67%

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