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
24.05.2024 6.16% 0.65 CHF 0.67 CHF 80'000 75'000 92'076 52'778 52'323 CHF 32'154 CHF 99.64% 99.64%
23.05.2024 5.13% 0.61 CHF 0.63 CHF 90'000 75'000 81'577 52'761 55'014 CHF 37'130 CHF 99.63% 99.63%
22.05.2024 4.80% 0.69 CHF 0.71 CHF 80'000 75'000 72'343 53'420 52'193 CHF 40'293 CHF 97.30% 97.30%
21.05.2024 1.75% 0.64 CHF 0.65 CHF 80'000 50'000 94'386 30'429 53'365 CHF 17'941 CHF 99.64% 99.64%
17.05.2024 1.73% 0.63 CHF 0.64 CHF 80'000 50'000 90'730 30'444 51'988 CHF 17'797 CHF 99.37% 99.37%
16.05.2024 1.78% 0.58 CHF 0.59 CHF 90'000 50'000 92'097 30'429 51'408 CHF 17'263 CHF 99.64% 99.64%
15.05.2024 1.60% 0.56 CHF 0.57 CHF 90'000 50'000 84'743 30'544 52'493 CHF 18'949 CHF 97.59% 97.59%
14.05.2024 1.83% 0.65 CHF 0.66 CHF 80'000 50'000 97'204 30'487 52'587 CHF 17'163 CHF 98.60% 98.60%
13.05.2024 2.03% 0.54 CHF 0.55 CHF 100'000 50'000 107'151 30'435 52'195 CHF 15'487 CHF 99.55% 99.55%
10.05.2024 1.93% 0.46 CHF 0.47 CHF 110'000 50'000 99'232 29'758 52'939 CHF 15'981 CHF 98.58% 98.58%

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