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 4.18% 0.22 CHF 0.23 CHF 300'000 100'000 300'000 100'000 70'330 CHF 24'443 CHF 99.23% 99.23%
15.05.2024 3.95% 0.24 CHF 0.25 CHF 300'000 100'000 300'000 100'000 74'559 CHF 25'853 CHF 99.15% 99.15%
14.05.2024 3.95% 0.27 CHF 0.28 CHF 300'000 100'000 300'000 100'000 74'642 CHF 25'881 CHF 99.01% 99.01%
13.05.2024 4.26% 0.24 CHF 0.25 CHF 300'000 100'000 300'000 100'000 68'870 CHF 23'957 CHF 98.28% 98.28%
10.05.2024 4.10% 0.24 CHF 0.25 CHF 300'000 100'000 300'000 100'000 71'691 CHF 24'897 CHF 99.22% 99.22%
08.05.2024 3.88% 0.25 CHF 0.26 CHF 300'000 100'000 300'000 100'000 75'938 CHF 26'313 CHF 99.23% 99.23%
07.05.2024 3.64% 0.26 CHF 0.27 CHF 300'000 100'000 300'000 100'000 80'989 CHF 27'996 CHF 99.24% 99.24%
06.05.2024 3.61% 0.29 CHF 0.30 CHF 300'000 100'000 300'000 100'000 81'685 CHF 28'228 CHF 97.72% 97.72%
03.05.2024 3.43% 0.30 CHF 0.31 CHF 300'000 100'000 300'000 100'000 85'980 CHF 29'660 CHF 99.19% 99.19%
02.05.2024 3.39% 0.28 CHF 0.29 CHF 300'000 100'000 300'000 100'000 86'916 CHF 29'972 CHF 99.23% 99.23%

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