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 8.78% 0.23 CHF 0.25 CHF 220'000 100'000 109'763 66'505 23'852 CHF 15'611 CHF 96.38% 96.38%
15.05.2024 7.74% 0.18 CHF 0.20 CHF 50'000 50'000 224'031 88'096 41'646 CHF 17'586 CHF 95.81% 95.81%
14.05.2024 7.37% 0.18 CHF 0.20 CHF 280'000 100'000 292'822 100'000 50'785 CHF 18'689 CHF 95.09% 95.09%
13.05.2024 6.44% 0.19 CHF 0.20 CHF 270'000 100'000 260'842 100'000 50'689 CHF 20'752 CHF 95.20% 95.20%
10.05.2024 5.88% 0.20 CHF 0.21 CHF 250'000 100'000 252'226 100'000 50'145 CHF 21'093 CHF 98.55% 98.55%
08.05.2024 7.45% 0.19 CHF 0.21 CHF 270'000 100'000 269'937 100'000 50'856 CHF 20'319 CHF 98.78% 98.78%
07.05.2024 7.61% 0.18 CHF 0.19 CHF 280'000 100'000 279'074 100'000 50'668 CHF 19'605 CHF 95.92% 95.92%
06.05.2024 6.17% 0.17 CHF 0.18 CHF 300'000 100'000 304'120 100'000 51'037 CHF 17'860 CHF 96.34% 96.34%
03.05.2024 8.63% 0.15 CHF 0.16 CHF 340'000 100'000 330'971 100'000 51'079 CHF 16'845 CHF 97.82% 97.82%
02.05.2024 9.03% 0.16 CHF 0.17 CHF 320'000 100'000 315'749 100'000 51'158 CHF 17'746 CHF 99.41% 99.41%

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