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 3.46% 0.28 CHF 0.30 CHF 220'000 220'000 219'878 219'878 62'452 CHF 64'652 CHF 84.43% 84.43%
15.05.2024 3.89% 0.28 CHF 0.29 CHF 230'000 230'000 229'694 229'694 58'152 CHF 60'452 CHF 83.89% 83.89%
14.05.2024 3.67% 0.26 CHF 0.27 CHF 230'000 230'000 229'852 229'852 61'540 CHF 63'840 CHF 89.29% 89.29%
13.05.2024 3.64% 0.26 CHF 0.27 CHF 230'000 230'000 230'000 230'000 62'094 CHF 64'394 CHF 97.50% 97.50%
10.05.2024 3.75% 0.28 CHF 0.28 CHF 240'000 240'000 239'994 239'994 62'904 CHF 65'304 CHF 96.26% 96.26%
08.05.2024 4.55% 0.24 CHF 0.25 CHF 290'000 290'000 290'000 290'000 62'443 CHF 65'343 CHF 98.44% 98.44%
07.05.2024 5.79% 0.18 CHF 0.19 CHF 320'000 320'000 319'627 319'627 53'833 CHF 57'033 CHF 97.08% 97.08%
06.05.2024 5.08% 0.17 CHF 0.18 CHF 310'000 310'000 302'032 302'032 58'161 CHF 61'181 CHF 99.65% 99.65%
03.05.2024 5.20% 0.18 CHF 0.19 CHF 300'000 300'000 300'000 300'000 56'184 CHF 59'184 CHF 98.47% 98.47%
02.05.2024 5.36% 0.18 CHF 0.19 CHF 290'000 290'000 290'000 290'000 52'695 CHF 55'595 CHF 99.18% 99.18%

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