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
21.05.2024 4.43% 0.20 CHF 0.21 CHF 225'000 75'000 231'305 77'102 51'273 CHF 17'862 CHF 97.76% 97.76%
17.05.2024 3.38% 0.29 CHF 0.30 CHF 225'000 75'000 225'000 75'000 65'688 CHF 22'646 CHF 99.38% 99.38%
16.05.2024 2.79% 0.36 CHF 0.37 CHF 225'000 75'000 225'000 75'000 79'559 CHF 27'270 CHF 99.28% 99.28%
15.05.2024 2.71% 0.38 CHF 0.39 CHF 225'000 75'000 225'000 75'000 82'132 CHF 28'127 CHF 99.38% 99.38%
14.05.2024 2.87% 0.36 CHF 0.37 CHF 225'000 75'000 225'000 75'000 77'747 CHF 26'666 CHF 99.36% 99.36%
13.05.2024 3.31% 0.29 CHF 0.30 CHF 225'000 75'000 225'000 75'000 67'254 CHF 23'168 CHF 98.77% 98.77%
10.05.2024 3.03% 0.33 CHF 0.34 CHF 225'000 75'000 225'000 75'000 73'334 CHF 25'195 CHF 99.36% 99.36%
08.05.2024 4.00% 0.27 CHF 0.28 CHF 225'000 75'000 229'975 76'658 56'350 CHF 19'550 CHF 99.37% 99.37%
07.05.2024 4.18% 0.24 CHF 0.25 CHF 300'000 100'000 298'638 99'546 70'060 CHF 24'349 CHF 98.15% 98.15%
06.05.2024 4.17% 0.23 CHF 0.24 CHF 300'000 100'000 299'670 99'890 70'389 CHF 24'462 CHF 99.37% 99.37%

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