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
29.05.2024 14.95% 0.18 CHF 0.21 CHF 300'000 300'000 284'740 284'740 52'836 CHF 61'378 CHF 98.98% 98.98%
28.05.2024 12.43% 0.22 CHF 0.25 CHF 250'000 250'000 235'239 235'239 53'241 CHF 60'298 CHF 99.18% 99.18%
27.05.2024 13.21% 0.22 CHF 0.25 CHF 250'000 250'000 250'000 250'000 53'090 CHF 60'590 CHF 99.38% 99.38%
24.05.2024 15.71% 0.20 CHF 0.23 CHF 250'000 250'000 298'120 298'120 52'464 CHF 61'407 CHF 99.38% 99.38%
23.05.2024 16.47% 0.17 CHF 0.20 CHF 325'000 325'000 307'354 307'354 51'364 CHF 60'585 CHF 99.09% 99.09%
22.05.2024 17.37% 0.16 CHF 0.19 CHF 325'000 325'000 330'582 330'582 52'120 CHF 62'037 CHF 97.92% 97.92%
21.05.2024 16.72% 0.17 CHF 0.20 CHF 325'000 325'000 315'754 315'754 51'902 CHF 61'374 CHF 99.39% 99.39%
17.05.2024 15.13% 0.17 CHF 0.20 CHF 300'000 300'000 289'465 289'465 53'026 CHF 61'710 CHF 99.02% 99.02%
16.05.2024 13.59% 0.20 CHF 0.23 CHF 250'000 250'000 249'773 249'773 51'455 CHF 58'948 CHF 99.25% 99.25%
15.05.2024 13.35% 0.21 CHF 0.24 CHF 250'000 250'000 249'722 249'722 52'413 CHF 59'904 CHF 99.38% 99.38%

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