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
14.05.2024 5.62% 0.18 CHF 0.19 CHF 175'324 50'000 170'167 50'000 33'112 CHF 10'299 CHF 98.81% 98.81%
13.05.2024 5.47% 0.21 CHF 0.22 CHF 166'075 50'000 167'193 50'000 34'479 CHF 10'903 CHF 94.00% 94.00%
10.05.2024 4.49% 0.26 CHF 0.27 CHF 144'986 50'000 156'132 50'000 37'206 CHF 12'487 CHF 91.46% 91.46%
08.05.2024 5.19% 0.21 CHF 0.22 CHF 167'637 50'000 169'508 50'000 36'005 CHF 11'195 CHF 86.23% 86.23%
07.05.2024 5.61% 0.20 CHF 0.21 CHF 180'773 50'000 180'730 50'000 35'441 CHF 10'376 CHF 97.06% 97.06%
06.05.2024 6.01% 0.19 CHF 0.20 CHF 190'388 50'000 191'242 50'000 35'388 CHF 9'831 CHF 99.79% 99.79%
03.05.2024 6.52% 0.19 CHF 0.20 CHF 188'183 50'000 213'544 50'000 34'434 CHF 8'654 CHF 97.52% 97.52%
02.05.2024 6.38% 0.14 CHF 0.15 CHF 249'397 50'000 208'146 50'000 36'308 CHF 9'364 CHF 92.83% 92.83%
30.04.2024 4.30% 0.26 CHF 0.27 CHF 159'454 50'000 162'714 50'000 41'929 CHF 13'460 CHF 99.45% 99.45%
29.04.2024 4.57% 0.26 CHF 0.27 CHF 166'161 50'000 157'218 50'000 43'813 CHF 14'620 CHF 99.32% 99.32%

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