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 2.88% 0.35 CHF 0.36 CHF 150'000 50'000 150'689 30'431 51'583 CHF 10'710 CHF 99.66% 99.66%
15.05.2024 2.64% 0.34 CHF 0.35 CHF 150'000 50'000 139'055 30'545 52'047 CHF 11'582 CHF 97.61% 97.61%
14.05.2024 2.95% 0.39 CHF 0.40 CHF 130'000 50'000 155'586 30'486 52'040 CHF 10'681 CHF 98.66% 98.66%
13.05.2024 3.21% 0.34 CHF 0.35 CHF 150'000 50'000 166'778 30'436 51'208 CHF 9'820 CHF 99.57% 99.57%
10.05.2024 2.99% 0.29 CHF 0.30 CHF 180'000 50'000 156'620 30'328 51'645 CHF 10'199 CHF 98.60% 98.60%
08.05.2024 2.80% 0.35 CHF 0.36 CHF 150'000 50'000 146'758 30'430 51'776 CHF 11'004 CHF 99.66% 99.66%
07.05.2024 2.38% 0.40 CHF 0.41 CHF 130'000 50'000 125'505 30'434 52'018 CHF 12'824 CHF 99.59% 99.59%
06.05.2024 2.30% 0.42 CHF 0.43 CHF 120'000 50'000 119'474 30'431 51'248 CHF 13'439 CHF 99.66% 99.66%
03.05.2024 2.45% 0.39 CHF 0.40 CHF 130'000 50'000 127'731 30'430 51'527 CHF 12'645 CHF 99.66% 99.66%
02.05.2024 2.33% 0.40 CHF 0.41 CHF 130'000 50'000 122'753 30'454 52'145 CHF 13'091 CHF 99.23% 99.23%

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