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 4.41% 0.22 CHF 0.23 CHF 300'000 100'000 300'000 100'000 66'729 CHF 23'243 CHF 99.17% 99.17%
15.05.2024 3.94% 0.23 CHF 0.24 CHF 300'000 100'000 298'805 99'602 74'542 CHF 25'843 CHF 99.17% 99.17%
14.05.2024 4.13% 0.22 CHF 0.23 CHF 300'000 100'000 300'000 100'000 71'179 CHF 24'726 CHF 99.16% 99.16%
13.05.2024 4.47% 0.21 CHF 0.22 CHF 300'000 100'000 300'000 100'000 65'594 CHF 22'865 CHF 98.58% 98.58%
10.05.2024 4.08% 0.22 CHF 0.23 CHF 300'000 100'000 300'000 100'000 72'165 CHF 25'055 CHF 99.17% 99.17%
08.05.2024 4.38% 0.21 CHF 0.22 CHF 300'000 100'000 300'000 100'000 67'039 CHF 23'346 CHF 99.17% 99.17%
07.05.2024 4.66% 0.21 CHF 0.22 CHF 300'000 100'000 300'000 100'000 63'044 CHF 22'015 CHF 97.93% 97.93%
06.05.2024 4.84% 0.22 CHF 0.23 CHF 300'000 100'000 301'271 100'424 60'783 CHF 21'265 CHF 99.17% 99.17%
03.05.2024 4.20% 0.21 CHF 0.22 CHF 300'000 100'000 304'406 101'469 70'987 CHF 24'677 CHF 99.16% 99.16%
02.05.2024 4.95% 0.20 CHF 0.21 CHF 300'000 100'000 370'374 123'458 72'617 CHF 25'440 CHF 99.15% 99.15%

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