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 2.06% 0.49 CHF 0.50 CHF 75'000 25'000 75'777 25'259 36'365 CHF 12'374 CHF 98.48% 98.48%
15.05.2024 2.16% 0.48 CHF 0.49 CHF 75'000 25'000 147'911 49'304 67'626 CHF 23'035 CHF 98.33% 98.33%
14.05.2024 2.22% 0.46 CHF 0.47 CHF 150'000 50'000 150'000 50'000 66'931 CHF 22'810 CHF 99.36% 99.36%
13.05.2024 2.22% 0.43 CHF 0.44 CHF 150'000 50'000 150'000 50'000 66'712 CHF 22'737 CHF 98.93% 98.93%
10.05.2024 2.18% 0.44 CHF 0.45 CHF 150'000 50'000 150'000 50'000 68'224 CHF 23'242 CHF 99.37% 99.37%
08.05.2024 2.23% 0.46 CHF 0.47 CHF 150'000 50'000 150'000 50'000 66'508 CHF 22'669 CHF 99.35% 99.35%
07.05.2024 2.31% 0.44 CHF 0.45 CHF 150'000 50'000 150'000 50'000 64'145 CHF 21'882 CHF 94.72% 94.72%
06.05.2024 2.55% 0.39 CHF 0.40 CHF 150'000 50'000 150'000 50'000 58'084 CHF 19'861 CHF 99.36% 99.36%
03.05.2024 2.46% 0.40 CHF 0.41 CHF 150'000 50'000 150'000 50'000 60'157 CHF 20'552 CHF 99.35% 99.35%
02.05.2024 2.25% 0.41 CHF 0.42 CHF 150'000 50'000 150'000 50'000 65'907 CHF 22'469 CHF 99.29% 99.29%

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