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 5.64% 0.20 CHF 0.21 CHF 310'000 310'000 139'382 139'382 25'439 CHF 26'843 CHF 99.98% 99.98%
15.05.2024 4.85% 0.16 CHF 0.17 CHF 300'000 300'000 128'513 128'513 26'574 CHF 27'880 CHF 99.51% 99.51%
14.05.2024 4.28% 0.23 CHF 0.24 CHF 290'000 290'000 132'433 132'433 31'067 CHF 32'399 CHF 99.95% 99.95%
13.05.2024 4.13% 0.25 CHF 0.26 CHF 290'000 290'000 132'969 132'969 32'801 CHF 34'136 CHF 99.89% 99.89%
10.05.2024 4.06% 0.24 CHF 0.25 CHF 290'000 290'000 133'046 133'046 32'968 CHF 34'304 CHF 99.78% 99.78%
08.05.2024 4.21% 0.25 CHF 0.26 CHF 300'000 300'000 98'306 98'306 24'077 CHF 25'065 CHF 97.29% 97.29%
07.05.2024 2.80% 0.24 CHF 0.25 CHF 290'000 290'000 102'150 102'150 34'189 CHF 35'215 CHF 91.77% 91.77%
06.05.2024 2.29% 0.47 CHF 0.48 CHF 270'000 270'000 120'351 120'351 54'548 CHF 55'757 CHF 99.88% 99.88%
03.05.2024 2.49% 0.41 CHF 0.42 CHF 280'000 280'000 110'445 110'445 45'497 CHF 46'607 CHF 99.99% 99.99%
02.05.2024 2.71% 0.39 CHF 0.40 CHF 280'000 280'000 125'272 125'272 47'180 CHF 48'439 CHF 99.73% 99.73%

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