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
15.05.2024 2.17% 0.55 CHF 0.56 CHF 220'000 220'000 123'952 123'952 60'356 CHF 61'605 CHF 100.00% 100.00%
14.05.2024 2.26% 0.46 CHF 0.47 CHF 240'000 240'000 133'105 133'105 60'056 CHF 61'394 CHF 99.90% 99.90%
13.05.2024 2.62% 0.42 CHF 0.43 CHF 270'000 270'000 149'640 149'640 58'867 CHF 60'369 CHF 100.00% 100.00%
10.05.2024 2.71% 0.32 CHF 0.33 CHF 260'000 260'000 144'970 144'970 53'437 CHF 54'892 CHF 99.81% 99.81%
08.05.2024 3.09% 0.32 CHF 0.33 CHF 290'000 290'000 160'298 160'298 52'172 CHF 53'782 CHF 98.64% 98.64%
07.05.2024 2.85% 0.34 CHF 0.35 CHF 310'000 310'000 165'691 165'691 59'258 CHF 60'922 CHF 98.30% 98.30%
06.05.2024 3.13% 0.32 CHF 0.33 CHF 280'000 280'000 157'114 157'114 51'529 CHF 53'106 CHF 99.84% 99.84%
03.05.2024 3.16% 0.41 CHF 0.42 CHF 360'000 360'000 134'500 134'500 54'576 CHF 56'136 CHF 98.71% 98.71%
02.05.2024 5.41% 0.19 CHF 0.20 CHF 380'000 380'000 214'727 214'727 39'881 CHF 42'037 CHF 99.99% 99.99%
30.04.2024 4.39% 0.23 CHF 0.24 CHF 380'000 380'000 211'831 211'831 48'995 CHF 51'122 CHF 99.68% 99.68%

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