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 1.76% 0.56 CHF 0.57 CHF 90'000 75'000 90'083 75'000 50'632 CHF 42'905 CHF 31.95% 31.95%
15.05.2024 1.97% 0.53 CHF 0.54 CHF 100'000 75'000 103'006 74'150 52'410 CHF 38'513 CHF 65.06% 65.06%
14.05.2024 2.36% 0.46 CHF 0.47 CHF 110'000 75'000 119'333 74'111 50'928 CHF 32'404 CHF 99.29% 99.29%
13.05.2024 2.27% 0.43 CHF 0.44 CHF 120'000 75'000 118'724 75'000 51'688 CHF 33'425 CHF 99.17% 99.17%
10.05.2024 2.09% 0.47 CHF 0.48 CHF 110'000 75'000 110'990 75'000 52'443 CHF 36'203 CHF 96.63% 96.63%
08.05.2024 2.26% 0.43 CHF 0.44 CHF 120'000 75'000 119'471 75'000 52'335 CHF 33'611 CHF 98.95% 98.95%
07.05.2024 2.35% 0.44 CHF 0.45 CHF 120'000 75'000 122'147 75'000 51'355 CHF 32'301 CHF 98.05% 98.05%
06.05.2024 2.67% 0.38 CHF 0.39 CHF 140'000 75'000 140'897 75'000 52'074 CHF 28'479 CHF 99.88% 99.88%
03.05.2024 2.84% 0.35 CHF 0.36 CHF 150'000 75'000 148'273 75'000 51'458 CHF 26'822 CHF 98.22% 98.22%
02.05.2024 3.09% 0.31 CHF 0.32 CHF 170'000 75'000 163'085 75'000 51'990 CHF 24'677 CHF 99.11% 99.11%

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