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 5.26% 0.19 CHF 0.20 CHF 270'000 50'000 274'732 50'000 50'874 CHF 9'763 CHF 81.93% 81.93%
15.05.2024 5.37% 0.19 CHF 0.20 CHF 270'000 50'000 277'423 49'611 50'718 CHF 9'573 CHF 95.72% 95.72%
14.05.2024 5.81% 0.17 CHF 0.18 CHF 300'000 50'000 305'415 50'000 51'054 CHF 8'865 CHF 98.41% 98.41%
13.05.2024 5.87% 0.17 CHF 0.18 CHF 300'000 50'000 308'918 50'000 51'085 CHF 8'777 CHF 99.58% 99.58%
10.05.2024 6.14% 0.16 CHF 0.17 CHF 320'000 50'000 324'250 50'000 51'158 CHF 8'394 CHF 81.66% 81.66%
08.05.2024 6.26% 0.16 CHF 0.17 CHF 320'000 50'000 329'983 50'000 51'083 CHF 8'250 CHF 99.34% 99.34%
07.05.2024 7.73% 0.14 CHF 0.15 CHF 360'000 50'000 403'003 50'000 50'175 CHF 6'738 CHF 89.61% 89.61%
06.05.2024 8.01% 0.12 CHF 0.13 CHF 420'000 50'000 420'068 50'000 50'359 CHF 6'494 CHF 97.38% 97.38%
03.05.2024 8.50% 0.12 CHF 0.13 CHF 428'369 50'000 433'414 50'000 48'877 CHF 6'143 CHF 78.14% 78.14%
02.05.2024 8.26% 0.11 CHF 0.12 CHF 436'475 50'000 425'302 50'000 49'387 CHF 6'310 CHF 84.86% 84.86%

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