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 5.77% 0.18 CHF 0.19 CHF 900'000 150'000 900'000 150'000 152'056 CHF 26'843 CHF 99.17% 99.17%
15.05.2024 5.59% 0.17 CHF 0.18 CHF 900'000 150'000 900'000 150'000 156'622 CHF 27'604 CHF 99.17% 99.17%
14.05.2024 5.75% 0.17 CHF 0.18 CHF 900'000 150'000 900'000 150'000 152'129 CHF 26'855 CHF 99.16% 99.16%
13.05.2024 5.73% 0.17 CHF 0.18 CHF 900'000 150'000 900'000 150'000 153'070 CHF 27'012 CHF 98.58% 98.58%
10.05.2024 5.88% 0.18 CHF 0.19 CHF 900'000 150'000 900'000 150'000 148'763 CHF 26'294 CHF 99.17% 99.17%
08.05.2024 7.84% 0.13 CHF 0.14 CHF 900'000 150'000 900'000 150'000 110'546 CHF 19'924 CHF 99.17% 99.17%
07.05.2024 7.31% 0.12 CHF 0.13 CHF 900'000 150'000 900'000 150'000 119'012 CHF 21'335 CHF 97.94% 97.94%
06.05.2024 8.21% 0.12 CHF 0.13 CHF 900'000 150'000 900'000 150'000 105'309 CHF 19'051 CHF 99.17% 99.17%
03.05.2024 8.62% 0.11 CHF 0.12 CHF 900'000 150'000 900'000 150'000 99'942 CHF 18'157 CHF 99.16% 99.16%
02.05.2024 8.46% 0.12 CHF 0.13 CHF 900'000 150'000 900'000 150'000 102'085 CHF 18'514 CHF 99.15% 99.15%

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