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
23.05.2024 5.49% 0.18 CHF 0.19 CHF 900'000 300'000 900'000 300'000 159'522 CHF 56'174 CHF 95.95% 95.95%
22.05.2024 5.57% 0.17 CHF 0.18 CHF 900'000 300'000 900'000 300'000 157'288 CHF 55'429 CHF 99.40% 99.40%
21.05.2024 4.79% 0.20 CHF 0.21 CHF 900'000 300'000 899'613 299'871 183'559 CHF 64'185 CHF 96.63% 96.63%
17.05.2024 4.27% 0.23 CHF 0.24 CHF 750'000 250'000 752'487 250'829 172'444 CHF 59'990 CHF 99.43% 99.43%
16.05.2024 4.53% 0.21 CHF 0.22 CHF 900'000 300'000 867'495 289'165 187'240 CHF 65'305 CHF 99.29% 99.29%
15.05.2024 3.71% 0.24 CHF 0.25 CHF 750'000 250'000 750'000 250'000 199'162 CHF 68'888 CHF 99.36% 99.36%
14.05.2024 3.49% 0.27 CHF 0.28 CHF 750'000 250'000 750'000 250'000 210'979 CHF 72'826 CHF 98.95% 98.95%
13.05.2024 3.50% 0.28 CHF 0.29 CHF 750'000 250'000 750'000 250'000 210'674 CHF 72'725 CHF 99.43% 99.43%
10.05.2024 3.37% 0.28 CHF 0.29 CHF 750'000 250'000 750'000 250'000 218'782 CHF 75'428 CHF 99.28% 99.28%
08.05.2024 4.18% 0.24 CHF 0.25 CHF 750'000 250'000 805'733 268'578 188'557 CHF 65'538 CHF 99.31% 99.31%

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