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
15.05.2024 3.19% 0.31 CHF 0.32 CHF 150'000 150'000 171'174 171'175 52'777 CHF 54'488 CHF 99.14% 99.14%
14.05.2024 3.06% 0.33 CHF 0.34 CHF 175'000 175'000 174'300 174'300 56'073 CHF 57'816 CHF 98.91% 98.91%
13.05.2024 3.40% 0.29 CHF 0.30 CHF 200'000 200'000 180'959 180'959 52'315 CHF 54'125 CHF 99.16% 99.16%
10.05.2024 3.12% 0.29 CHF 0.30 CHF 175'000 175'000 169'340 169'340 53'477 CHF 55'170 CHF 96.46% 96.46%
08.05.2024 3.56% 0.34 CHF 0.35 CHF 150'000 150'000 193'581 193'581 53'405 CHF 55'340 CHF 99.18% 99.18%
07.05.2024 4.19% 0.27 CHF 0.28 CHF 225'000 225'000 224'743 224'743 52'596 CHF 54'843 CHF 98.91% 98.91%
06.05.2024 5.78% 0.21 CHF 0.22 CHF 250'000 250'000 309'507 309'507 51'970 CHF 55'065 CHF 98.97% 98.97%
03.05.2024 7.57% 0.15 CHF 0.16 CHF 325'000 325'000 405'115 405'115 51'537 CHF 55'588 CHF 99.08% 99.08%
02.05.2024 9.38% 0.12 CHF 0.13 CHF 475'000 475'000 498'959 480'950 50'743 CHF 53'875 CHF 98.83% 98.83%
30.04.2024 8.70% 0.10 CHF 0.11 CHF 475'000 475'000 471'025 471'025 51'851 CHF 56'562 CHF 99.18% 99.18%

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