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 5.33% 0.20 CHF 0.21 CHF 250'000 200'000 251'705 83'643 50'689 CHF 17'775 CHF 99.64% 99.64%
15.05.2024 5.55% 0.21 CHF 0.22 CHF 250'000 200'000 262'910 83'258 50'804 CHF 17'274 CHF 98.90% 98.90%
14.05.2024 5.35% 0.19 CHF 0.20 CHF 270'000 200'000 253'613 83'960 50'881 CHF 17'529 CHF 98.72% 98.72%
13.05.2024 5.00% 0.20 CHF 0.21 CHF 260'000 200'000 236'452 83'630 50'785 CHF 18'477 CHF 99.67% 99.67%
10.05.2024 5.62% 0.21 CHF 0.22 CHF 240'000 200'000 265'654 71'385 51'246 CHF 14'782 CHF 89.69% 89.69%
08.05.2024 6.05% 0.20 CHF 0.21 CHF 260'000 200'000 286'254 83'635 50'856 CHF 16'198 CHF 99.67% 99.67%
07.05.2024 6.20% 0.16 CHF 0.17 CHF 320'000 200'000 295'742 83'598 50'909 CHF 15'015 CHF 99.58% 99.58%
06.05.2024 6.25% 0.18 CHF 0.19 CHF 290'000 200'000 296'870 83'630 50'772 CHF 15'456 CHF 99.68% 99.68%
03.05.2024 6.99% 0.18 CHF 0.19 CHF 280'000 200'000 331'925 84'741 50'862 CHF 14'574 CHF 95.83% 95.83%
02.05.2024 6.82% 0.16 CHF 0.17 CHF 310'000 200'000 325'525 83'624 50'819 CHF 14'159 CHF 99.65% 99.65%

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