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 5.22% 0.18 CHF 0.19 CHF 450'000 150'000 450'000 150'000 84'120 CHF 29'540 CHF 98.49% 98.49%
15.05.2024 5.23% 0.19 CHF 0.20 CHF 450'000 150'000 450'000 150'000 84'107 CHF 29'536 CHF 98.32% 98.32%
14.05.2024 4.99% 0.18 CHF 0.19 CHF 450'000 150'000 450'000 150'000 88'853 CHF 31'118 CHF 99.36% 99.36%
13.05.2024 4.64% 0.19 CHF 0.20 CHF 450'000 150'000 450'000 150'000 95'210 CHF 33'237 CHF 98.93% 98.93%
10.05.2024 4.35% 0.22 CHF 0.23 CHF 450'000 150'000 450'000 150'000 101'555 CHF 35'352 CHF 99.23% 99.23%
08.05.2024 3.59% 0.24 CHF 0.25 CHF 450'000 150'000 381'810 127'270 104'212 CHF 36'010 CHF 98.61% 98.61%
07.05.2024 2.18% 0.43 CHF 0.44 CHF 300'000 100'000 298'230 99'410 136'058 CHF 46'347 CHF 94.71% 94.71%
06.05.2024 1.99% 0.49 CHF 0.50 CHF 300'000 100'000 276'335 92'112 137'502 CHF 46'755 CHF 99.36% 99.36%
03.05.2024 2.32% 0.45 CHF 0.46 CHF 300'000 100'000 300'000 100'000 128'408 CHF 43'803 CHF 99.27% 99.27%
02.05.2024 2.31% 0.43 CHF 0.44 CHF 300'000 100'000 300'000 100'000 128'608 CHF 43'869 CHF 99.36% 99.36%

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