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 8.16% 0.63 CHF 0.66 CHF 80'000 50'000 84'213 18'683 52'982 CHF 12'695 CHF 99.58% 99.58%
15.05.2024 7.75% 0.63 CHF 0.66 CHF 80'000 50'000 79'876 18'721 53'099 CHF 13'445 CHF 99.15% 99.15%
14.05.2024 7.17% 0.73 CHF 0.76 CHF 70'000 50'000 73'786 18'724 52'950 CHF 14'288 CHF 98.85% 98.85%
13.05.2024 6.82% 0.76 CHF 0.79 CHF 70'000 50'000 70'247 18'659 52'963 CHF 14'670 CHF 99.51% 99.51%
10.05.2024 7.88% 0.72 CHF 0.75 CHF 70'000 50'000 79'128 18'529 52'040 CHF 13'428 CHF 98.56% 98.56%
08.05.2024 6.57% 0.78 CHF 0.81 CHF 70'000 30'000 69'998 11'033 55'272 CHF 9'179 CHF 98.45% 98.45%
07.05.2024 10.55% 0.80 CHF 0.85 CHF 70'000 30'000 69'998 11'176 55'920 CHF 9'740 CHF 97.37% 97.37%
06.05.2024 10.94% 0.80 CHF 0.85 CHF 70'000 30'000 70'000 11'183 53'951 CHF 9'504 CHF 98.36% 98.36%
03.05.2024 6.27% 0.88 CHF 0.91 CHF 60'000 30'000 64'849 10'736 54'305 CHF 9'646 CHF 97.00% 97.00%
02.05.2024 9.66% 0.85 CHF 0.90 CHF 60'000 30'000 60'185 11'451 52'456 CHF 10'826 CHF 95.17% 95.17%

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