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 3.50% 0.31 CHF 0.32 CHF 200'000 200'000 176'018 83'640 54'600 CHF 26'866 CHF 99.64% 99.64%
15.05.2024 3.40% 0.31 CHF 0.32 CHF 200'000 200'000 168'569 83'258 53'757 CHF 27'232 CHF 98.89% 98.89%
14.05.2024 3.47% 0.32 CHF 0.33 CHF 200'000 200'000 174'300 83'960 54'693 CHF 27'457 CHF 98.72% 98.72%
13.05.2024 3.63% 0.32 CHF 0.33 CHF 200'000 200'000 178'683 83'626 53'486 CHF 26'320 CHF 99.67% 99.67%
10.05.2024 3.41% 0.31 CHF 0.32 CHF 200'000 200'000 165'395 71'386 53'132 CHF 23'540 CHF 89.69% 89.69%
08.05.2024 3.21% 0.32 CHF 0.33 CHF 200'000 200'000 160'922 83'634 54'247 CHF 28'771 CHF 99.67% 99.67%
07.05.2024 3.17% 0.36 CHF 0.37 CHF 200'000 200'000 160'853 83'594 55'294 CHF 29'881 CHF 99.57% 99.57%
06.05.2024 3.16% 0.34 CHF 0.35 CHF 200'000 200'000 160'864 83'628 55'160 CHF 29'390 CHF 99.68% 99.68%
03.05.2024 3.02% 0.33 CHF 0.34 CHF 200'000 200'000 153'468 84'748 55'253 CHF 30'958 CHF 95.83% 95.83%
02.05.2024 3.00% 0.36 CHF 0.37 CHF 200'000 200'000 153'974 83'635 55'786 CHF 31'077 CHF 99.66% 99.66%

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