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
22.05.2024 3.32% 0.31 CHF 0.32 CHF 170'000 100'000 174'086 58'444 51'588 CHF 18'069 CHF 96.31% 96.31%
21.05.2024 3.93% 0.28 CHF 0.29 CHF 180'000 100'000 202'193 57'752 50'431 CHF 15'207 CHF 99.47% 99.47%
17.05.2024 4.79% 0.18 CHF 0.19 CHF 280'000 100'000 247'630 57'770 50'468 CHF 12'164 CHF 98.85% 98.85%
16.05.2024 4.31% 0.22 CHF 0.23 CHF 230'000 100'000 222'931 57'754 50'579 CHF 13'726 CHF 99.51% 99.51%
15.05.2024 5.74% 0.20 CHF 0.21 CHF 250'000 100'000 301'728 57'807 50'998 CHF 10'646 CHF 98.39% 98.39%
14.05.2024 6.72% 0.15 CHF 0.16 CHF 340'000 100'000 352'673 57'882 50'757 CHF 8'941 CHF 97.70% 97.70%
13.05.2024 5.61% 0.15 CHF 0.16 CHF 340'000 100'000 293'508 58'477 50'841 CHF 10'455 CHF 97.61% 97.61%
10.05.2024 6.30% 0.15 CHF 0.16 CHF 340'000 100'000 332'319 57'545 51'071 CHF 9'433 CHF 98.51% 98.51%
08.05.2024 6.87% 0.15 CHF 0.16 CHF 340'000 100'000 360'213 57'766 50'665 CHF 8'708 CHF 99.23% 99.23%
07.05.2024 5.85% 0.16 CHF 0.17 CHF 320'000 100'000 307'896 57'753 51'055 CHF 10'110 CHF 99.46% 99.46%

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