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 2.93% 0.33 CHF 0.34 CHF 175'000 175'000 159'932 159'932 53'745 CHF 55'344 CHF 99.25% 99.25%
15.05.2024 3.57% 0.30 CHF 0.31 CHF 175'000 175'000 190'509 190'509 52'372 CHF 54'277 CHF 99.39% 99.39%
14.05.2024 3.58% 0.29 CHF 0.30 CHF 175'000 175'000 193'305 193'305 53'086 CHF 55'019 CHF 99.16% 99.16%
13.05.2024 3.74% 0.26 CHF 0.27 CHF 200'000 200'000 199'858 199'858 52'413 CHF 54'412 CHF 99.38% 99.38%
10.05.2024 3.32% 0.29 CHF 0.30 CHF 175'000 175'000 175'690 175'690 52'057 CHF 53'814 CHF 99.39% 99.39%
08.05.2024 3.97% 0.26 CHF 0.27 CHF 200'000 200'000 214'072 214'072 52'783 CHF 54'924 CHF 99.39% 99.39%
07.05.2024 5.45% 0.19 CHF 0.20 CHF 300'000 300'000 298'624 298'624 53'359 CHF 56'345 CHF 99.23% 99.23%
06.05.2024 4.95% 0.19 CHF 0.20 CHF 275'000 275'000 258'312 258'312 50'889 CHF 53'472 CHF 99.22% 99.22%
03.05.2024 6.51% 0.18 CHF 0.19 CHF 300'000 300'000 354'920 322'477 52'610 CHF 53'789 CHF 99.39% 99.39%
02.05.2024 13.48% 0.07 CHF 0.08 CHF 725'000 375'000 721'725 374'884 49'962 CHF 29'702 CHF 99.39% 99.39%

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