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 5.35% 0.51 CHF 0.54 CHF 100'000 50'000 103'214 50'000 51'466 CHF 26'318 CHF 87.93% 87.93%
15.05.2024 5.83% 0.46 CHF 0.48 CHF 110'000 50'000 123'010 49'396 51'893 CHF 22'138 CHF 92.07% 92.07%
14.05.2024 7.62% 0.39 CHF 0.41 CHF 135'744 50'000 141'031 50'000 48'901 CHF 18'724 CHF 78.05% 78.05%
13.05.2024 7.30% 0.34 CHF 0.37 CHF 143'128 50'000 145'659 50'000 47'023 CHF 17'369 CHF 87.95% 87.95%
10.05.2024 8.14% 0.32 CHF 0.35 CHF 145'745 50'000 149'682 50'000 45'315 CHF 16'428 CHF 99.90% 99.90%
08.05.2024 7.99% 0.30 CHF 0.33 CHF 150'298 50'000 150'968 50'000 46'216 CHF 16'588 CHF 91.88% 91.88%
07.05.2024 7.51% 0.31 CHF 0.34 CHF 148'634 50'000 152'083 50'000 46'177 CHF 16'369 CHF 93.51% 93.51%
06.05.2024 8.10% 0.28 CHF 0.31 CHF 156'227 50'000 158'211 50'000 43'761 CHF 15'004 CHF 86.08% 86.08%
03.05.2024 7.09% 0.29 CHF 0.31 CHF 155'043 50'000 160'201 50'000 43'977 CHF 14'759 CHF 81.70% 81.70%
02.05.2024 5.71% 0.26 CHF 0.27 CHF 168'429 50'000 161'578 50'000 44'758 CHF 14'678 CHF 92.77% 92.77%

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