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
17.05.2024 2.24% 0.42 CHF 0.43 CHF 120'000 50'000 118'996 30'419 52'564 CHF 13'692 CHF 99.44% 99.44%
16.05.2024 2.04% 0.50 CHF 0.51 CHF 100'000 50'000 109'201 28'193 52'889 CHF 13'957 CHF 89.18% 89.18%
15.05.2024 3.75% 0.45 CHF 0.48 CHF 5'000 5'000 117'927 20'977 40'922 CHF 7'585 CHF 99.12% 99.12%
14.05.2024 3.07% 0.33 CHF 0.34 CHF 160'000 50'000 162'113 29'761 52'077 CHF 9'862 CHF 88.95% 88.95%
13.05.2024 2.84% 0.33 CHF 0.34 CHF 160'000 50'000 148'053 30'448 51'420 CHF 10'764 CHF 98.94% 98.94%
10.05.2024 2.74% 0.35 CHF 0.36 CHF 150'000 50'000 141'848 30'381 51'110 CHF 11'281 CHF 97.61% 97.61%
08.05.2024 2.53% 0.38 CHF 0.39 CHF 140'000 50'000 132'242 30'424 51'560 CHF 12'229 CHF 99.39% 99.39%
07.05.2024 2.34% 0.41 CHF 0.42 CHF 130'000 50'000 123'067 30'516 51'953 CHF 13'070 CHF 98.17% 98.17%
06.05.2024 2.51% 0.45 CHF 0.46 CHF 120'000 50'000 133'102 30'488 52'277 CHF 12'573 CHF 98.17% 98.17%
03.05.2024 3.08% 0.34 CHF 0.35 CHF 150'000 50'000 162'697 30'443 51'924 CHF 10'224 CHF 99.46% 99.46%

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