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 3.51% 0.50 CHF 0.55 CHF 10'000 10'000 80'328 41'514 42'249 CHF 22'321 CHF 96.72% 96.72%
15.05.2024 3.60% 0.50 CHF 0.55 CHF 10'000 10'000 87'814 42'087 43'169 CHF 21'208 CHF 99.35% 99.35%
14.05.2024 3.35% 0.47 CHF 0.52 CHF 10'000 10'000 90'746 46'422 44'650 CHF 23'389 CHF 95.86% 95.86%
13.05.2024 2.98% 0.46 CHF 0.51 CHF 10'000 10'000 100'315 51'578 46'597 CHF 24'532 CHF 99.64% 99.64%
10.05.2024 3.74% 0.42 CHF 0.47 CHF 10'000 10'000 91'970 44'365 42'998 CHF 21'204 CHF 98.58% 98.58%
08.05.2024 4.09% 0.41 CHF 0.46 CHF 10'000 10'000 97'885 42'773 43'394 CHF 19'429 CHF 99.64% 99.64%
07.05.2024 4.11% 0.42 CHF 0.47 CHF 10'000 10'000 95'619 41'962 42'958 CHF 19'339 CHF 94.65% 94.65%
06.05.2024 10.79% 0.41 CHF 0.46 CHF 10'000 10'000 12'824 6'964 5'372 CHF 3'212 CHF 95.39% 95.39%
03.05.2024 10.68% 0.45 CHF 0.50 CHF 10'000 10'000 5'739 5'739 2'552 CHF 2'839 CHF 94.51% 94.51%
02.05.2024 3.79% 0.32 CHF 0.37 CHF 10'000 10'000 140'825 50'907 47'717 CHF 17'808 CHF 99.54% 99.54%

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