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
13.05.2024 11.21% 0.25 CHF 0.26 CHF 200'000 200'000 309'966 83'628 50'889 CHF 17'428 CHF 99.65% 99.65%
10.05.2024 10.08% 0.18 CHF 0.19 CHF 290'000 200'000 287'769 83'737 50'789 CHF 16'144 CHF 96.08% 96.08%
08.05.2024 9.34% 0.14 CHF 0.15 CHF 350'000 200'000 276'209 85'435 50'898 CHF 16'222 CHF 94.57% 94.57%
07.05.2024 7.26% 0.26 CHF 0.27 CHF 200'000 200'000 205'417 83'899 51'694 CHF 22'941 CHF 98.84% 98.84%
06.05.2024 7.47% 0.24 CHF 0.25 CHF 220'000 200'000 210'225 83'661 51'238 CHF 21'981 CHF 99.56% 99.56%
03.05.2024 8.29% 0.22 CHF 0.23 CHF 230'000 200'000 236'147 83'975 51'198 CHF 20'058 CHF 98.06% 98.06%
02.05.2024 8.40% 0.20 CHF 0.21 CHF 250'000 200'000 240'947 83'628 51'001 CHF 18'374 CHF 99.67% 99.67%
30.04.2024 6.79% 0.24 CHF 0.25 CHF 220'000 200'000 194'215 83'627 51'359 CHF 22'893 CHF 99.66% 99.66%
29.04.2024 5.73% 0.29 CHF 0.30 CHF 200'000 200'000 168'733 83'811 52'767 CHF 26'351 CHF 99.08% 99.08%
26.04.2024 5.09% 0.32 CHF 0.33 CHF 200'000 200'000 148'126 82'299 52'948 CHF 28'872 CHF 69.25% 69.25%

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