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 5.40% 0.19 CHF 0.20 CHF 250'000 100'000 250'000 100'000 45'174 CHF 19'070 CHF 99.38% 99.38%
15.05.2024 4.43% 0.21 CHF 0.22 CHF 250'000 100'000 250'000 100'000 56'178 CHF 23'471 CHF 98.26% 98.26%
14.05.2024 4.60% 0.24 CHF 0.25 CHF 250'000 100'000 250'000 100'000 54'696 CHF 22'878 CHF 99.37% 99.37%
13.05.2024 1.53% 0.65 CHF 0.66 CHF 250'000 100'000 250'000 100'000 161'970 CHF 65'788 CHF 98.86% 98.86%
10.05.2024 1.41% 0.70 CHF 0.71 CHF 250'000 100'000 250'000 100'000 175'641 CHF 71'257 CHF 99.38% 99.38%
08.05.2024 1.38% 0.73 CHF 0.74 CHF 250'000 100'000 250'000 100'000 179'713 CHF 72'885 CHF 99.34% 99.34%
07.05.2024 1.29% 0.71 CHF 0.72 CHF 250'000 100'000 250'000 100'000 192'530 CHF 78'012 CHF 97.85% 97.85%
06.05.2024 1.28% 0.77 CHF 0.78 CHF 250'000 100'000 250'000 100'000 193'533 CHF 78'413 CHF 99.38% 99.38%
03.05.2024 1.21% 0.79 CHF 0.80 CHF 250'000 100'000 250'000 100'000 206'185 CHF 83'474 CHF 99.36% 99.36%
02.05.2024 1.18% 0.86 CHF 0.87 CHF 250'000 100'000 250'000 100'000 209'845 CHF 84'938 CHF 98.74% 98.74%

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