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 2.35% 0.41 CHF 0.42 CHF 225'000 50'000 225'000 50'000 94'856 CHF 21'579 CHF 99.17% 99.17%
15.05.2024 2.06% 0.46 CHF 0.47 CHF 225'000 50'000 225'000 50'000 108'478 CHF 24'606 CHF 94.33% 94.33%
14.05.2024 2.27% 0.44 CHF 0.45 CHF 225'000 75'000 225'000 75'000 98'163 CHF 33'471 CHF 99.16% 99.16%
13.05.2024 2.21% 0.43 CHF 0.44 CHF 225'000 75'000 225'000 75'000 100'632 CHF 34'294 CHF 98.53% 98.53%
10.05.2024 2.51% 0.39 CHF 0.40 CHF 225'000 75'000 225'000 75'000 88'496 CHF 30'249 CHF 99.01% 99.01%
08.05.2024 3.17% 0.29 CHF 0.30 CHF 225'000 75'000 272'589 90'863 84'658 CHF 29'128 CHF 98.84% 98.84%
07.05.2024 2.39% 0.43 CHF 0.44 CHF 225'000 75'000 225'000 75'000 93'182 CHF 31'811 CHF 97.93% 97.93%
06.05.2024 2.47% 0.37 CHF 0.38 CHF 300'000 100'000 233'127 77'709 93'190 CHF 31'841 CHF 99.17% 99.17%
03.05.2024 2.41% 0.42 CHF 0.43 CHF 225'000 75'000 230'914 76'971 94'617 CHF 32'309 CHF 99.16% 99.16%
02.05.2024 3.49% 0.30 CHF 0.31 CHF 300'000 100'000 300'000 100'000 85'161 CHF 29'387 CHF 99.15% 99.15%

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