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 16.34% 0.41 CHF 0.45 CHF 130'000 30'000 126'987 11'360 51'108 CHF 5'524 CHF 98.88% 98.88%
15.05.2024 14.86% 0.43 CHF 0.47 CHF 120'000 30'000 116'566 11'094 52'076 CHF 5'579 CHF 95.92% 95.92%
14.05.2024 14.03% 0.51 CHF 0.55 CHF 100'000 30'000 108'541 10'056 52'709 CHF 5'568 CHF 91.23% 91.23%
13.05.2024 12.38% 0.50 CHF 0.54 CHF 100'000 30'000 98'178 10'695 53'341 CHF 6'353 CHF 96.86% 96.86%
10.05.2024 11.84% 0.59 CHF 0.63 CHF 90'000 30'000 90'002 11'111 51'075 CHF 6'993 CHF 98.68% 98.68%
08.05.2024 9.32% 0.71 CHF 0.75 CHF 80'000 30'000 70'592 11'299 51'236 CHF 8'834 CHF 99.99% 99.99%
07.05.2024 11.16% 0.60 CHF 0.64 CHF 90'000 30'000 86'855 11'300 53'030 CHF 8'190 CHF 100.00% 100.00%
06.05.2024 9.74% 0.64 CHF 0.68 CHF 80'000 30'000 77'878 10'859 54'286 CHF 8'077 CHF 97.69% 97.69%
03.05.2024 9.20% 0.78 CHF 0.84 CHF 6'000 6'000 51'531 5'408 44'465 CHF 5'081 CHF 77.08% 77.08%
02.05.2024 7.74% 1.01 CHF 1.05 CHF 50'000 30'000 59'849 8'020 57'007 CHF 8'244 CHF 84.55% 84.55%

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