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 4.18% 0.23 CHF 0.24 CHF 450'000 50'000 450'000 50'000 105'511 CHF 12'223 CHF 99.17% 99.17%
15.05.2024 4.61% 0.22 CHF 0.23 CHF 450'000 50'000 450'000 50'000 95'483 CHF 11'109 CHF 99.40% 99.40%
14.05.2024 4.90% 0.21 CHF 0.22 CHF 450'000 50'000 474'255 50'000 94'430 CHF 10'480 CHF 99.16% 99.16%
13.05.2024 4.27% 0.22 CHF 0.23 CHF 450'000 50'000 450'000 50'000 103'278 CHF 11'975 CHF 98.58% 98.58%
10.05.2024 4.22% 0.23 CHF 0.24 CHF 450'000 50'000 450'000 50'000 104'529 CHF 12'114 CHF 99.17% 99.17%
08.05.2024 4.48% 0.23 CHF 0.24 CHF 450'000 50'000 450'000 50'000 98'278 CHF 11'420 CHF 99.17% 99.17%
07.05.2024 5.43% 0.19 CHF 0.20 CHF 600'000 50'000 600'000 50'000 107'568 CHF 9'464 CHF 97.94% 97.94%
06.05.2024 5.01% 0.18 CHF 0.19 CHF 600'000 50'000 521'911 50'000 101'200 CHF 10'235 CHF 99.17% 99.17%
03.05.2024 5.28% 0.18 CHF 0.19 CHF 600'000 50'000 599'494 50'000 110'657 CHF 9'730 CHF 99.16% 99.16%
02.05.2024 5.75% 0.17 CHF 0.18 CHF 600'000 50'000 600'000 50'000 101'464 CHF 8'955 CHF 99.16% 99.16%

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