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 4.81% 0.62 CHF 0.65 CHF 54'910 20'000 55'138 20'000 34'582 CHF 13'162 CHF 75.75% 75.75%
15.05.2024 5.36% 0.60 CHF 0.64 CHF 30'000 10'000 56'357 19'813 31'822 CHF 11'801 CHF 65.88% 65.88%
14.05.2024 5.83% 0.54 CHF 0.57 CHF 59'215 20'000 59'983 20'000 30'823 CHF 10'898 CHF 87.69% 87.69%
13.05.2024 6.16% 0.50 CHF 0.53 CHF 55'860 20'000 55'491 20'000 27'560 CHF 10'567 CHF 99.90% 99.90%
10.05.2024 5.57% 0.56 CHF 0.59 CHF 53'886 20'000 54'098 20'000 30'152 CHF 11'787 CHF 99.27% 99.27%
08.05.2024 6.19% 0.48 CHF 0.52 CHF 58'204 20'000 59'140 20'000 28'339 CHF 10'198 CHF 85.56% 85.56%
07.05.2024 6.06% 0.49 CHF 0.52 CHF 58'599 20'000 58'798 20'000 29'010 CHF 10'487 CHF 93.42% 93.42%
06.05.2024 5.12% 0.48 CHF 0.51 CHF 60'333 20'000 60'773 20'000 28'860 CHF 9'999 CHF 86.12% 86.12%
03.05.2024 4.79% 0.44 CHF 0.46 CHF 62'802 20'000 65'567 20'000 26'787 CHF 8'594 CHF 71.33% 71.33%
02.05.2024 7.27% 0.27 CHF 0.29 CHF 83'918 20'000 85'518 20'000 22'691 CHF 5'709 CHF 95.38% 95.38%

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