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
22.05.2024 5.25% 0.26 CHF 0.27 CHF 225'000 225'000 284'803 284'803 52'987 CHF 55'835 CHF 97.80% 97.80%
21.05.2024 5.27% 0.17 CHF 0.18 CHF 300'000 300'000 278'242 278'242 51'421 CHF 54'204 CHF 99.39% 99.39%
17.05.2024 5.46% 0.20 CHF 0.21 CHF 250'000 250'000 289'736 289'736 51'563 CHF 54'460 CHF 99.05% 99.05%
16.05.2024 3.73% 0.23 CHF 0.24 CHF 225'000 225'000 203'889 203'889 53'820 CHF 55'859 CHF 99.25% 99.25%
15.05.2024 3.91% 0.28 CHF 0.29 CHF 200'000 200'000 209'485 209'485 52'552 CHF 54'647 CHF 99.39% 99.39%
14.05.2024 4.18% 0.23 CHF 0.24 CHF 225'000 225'000 225'053 225'053 52'682 CHF 54'932 CHF 99.18% 99.18%
13.05.2024 3.88% 0.24 CHF 0.25 CHF 200'000 200'000 204'906 204'906 51'852 CHF 53'901 CHF 99.39% 99.39%
10.05.2024 3.58% 0.28 CHF 0.29 CHF 175'000 175'000 196'880 196'880 54'046 CHF 56'015 CHF 99.39% 99.39%
08.05.2024 5.55% 0.18 CHF 0.19 CHF 300'000 300'000 297'731 297'731 52'197 CHF 55'174 CHF 99.39% 99.39%
07.05.2024 5.58% 0.20 CHF 0.21 CHF 250'000 250'000 300'913 298'106 52'298 CHF 54'918 CHF 99.25% 99.25%

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