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
24.05.2024 5.69% 0.17 CHF 0.18 CHF 300'000 300'000 301'690 301'690 51'537 CHF 54'553 CHF 99.38% 99.38%
23.05.2024 5.50% 0.17 CHF 0.18 CHF 300'000 300'000 297'085 297'085 52'582 CHF 55'553 CHF 99.09% 99.09%
22.05.2024 5.29% 0.18 CHF 0.19 CHF 300'000 300'000 281'404 281'404 51'715 CHF 54'529 CHF 97.95% 97.95%
21.05.2024 4.86% 0.20 CHF 0.21 CHF 250'000 250'000 251'202 251'202 50'478 CHF 52'990 CHF 99.38% 99.38%
17.05.2024 5.27% 0.19 CHF 0.20 CHF 275'000 275'000 287'784 287'784 53'140 CHF 56'018 CHF 99.05% 99.05%
16.05.2024 5.13% 0.18 CHF 0.19 CHF 300'000 300'000 273'770 273'770 51'959 CHF 54'696 CHF 99.25% 99.25%
15.05.2024 6.96% 0.16 CHF 0.17 CHF 350'000 350'000 376'193 376'193 52'222 CHF 55'984 CHF 99.38% 99.38%
14.05.2024 6.94% 0.15 CHF 0.16 CHF 350'000 350'000 376'480 376'480 52'389 CHF 56'154 CHF 99.17% 99.17%
13.05.2024 7.47% 0.13 CHF 0.14 CHF 425'000 425'000 402'248 402'248 51'903 CHF 55'925 CHF 99.39% 99.39%
10.05.2024 6.13% 0.16 CHF 0.17 CHF 325'000 325'000 328'696 328'696 51'937 CHF 55'224 CHF 99.39% 99.39%

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