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 2.42% 0.39 CHF 0.40 CHF 300'000 100'000 251'710 83'903 102'697 CHF 35'072 CHF 98.48% 98.48%
15.05.2024 2.61% 0.40 CHF 0.41 CHF 225'000 75'000 295'338 98'446 111'717 CHF 38'223 CHF 98.33% 98.33%
14.05.2024 2.57% 0.38 CHF 0.39 CHF 300'000 100'000 262'066 87'355 100'332 CHF 34'318 CHF 99.35% 99.35%
13.05.2024 2.73% 0.37 CHF 0.38 CHF 300'000 100'000 300'000 100'000 108'602 CHF 37'201 CHF 98.93% 98.93%
10.05.2024 2.64% 0.38 CHF 0.39 CHF 300'000 100'000 300'000 100'000 112'117 CHF 38'372 CHF 99.36% 99.36%
08.05.2024 3.07% 0.33 CHF 0.34 CHF 300'000 100'000 300'000 100'000 96'221 CHF 33'074 CHF 99.34% 99.34%
07.05.2024 3.22% 0.30 CHF 0.31 CHF 300'000 100'000 300'000 100'000 91'854 CHF 31'618 CHF 94.68% 94.68%
06.05.2024 3.25% 0.29 CHF 0.30 CHF 300'000 100'000 300'000 100'000 90'957 CHF 31'319 CHF 99.36% 99.36%
03.05.2024 3.33% 0.30 CHF 0.31 CHF 300'000 100'000 300'000 100'000 88'620 CHF 30'540 CHF 99.36% 99.36%
02.05.2024 3.81% 0.26 CHF 0.27 CHF 300'000 100'000 300'000 100'000 77'216 CHF 26'739 CHF 99.36% 99.36%

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