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 2.96% 0.33 CHF 0.34 CHF 450'000 150'000 450'000 150'000 150'074 CHF 51'525 CHF 95.94% 95.94%
22.05.2024 2.83% 0.36 CHF 0.37 CHF 450'000 150'000 450'000 150'000 156'911 CHF 53'804 CHF 99.37% 99.37%
21.05.2024 3.45% 0.28 CHF 0.29 CHF 450'000 150'000 450'000 150'000 128'285 CHF 44'262 CHF 96.66% 96.66%
17.05.2024 3.83% 0.25 CHF 0.26 CHF 450'000 150'000 450'000 150'000 115'362 CHF 39'954 CHF 99.34% 99.34%
16.05.2024 3.52% 0.29 CHF 0.30 CHF 450'000 150'000 450'000 150'000 126'028 CHF 43'509 CHF 99.26% 99.26%
15.05.2024 5.01% 0.23 CHF 0.24 CHF 450'000 150'000 569'741 189'914 111'083 CHF 38'927 CHF 99.35% 99.35%
14.05.2024 5.45% 0.19 CHF 0.20 CHF 600'000 200'000 600'000 200'000 107'265 CHF 37'755 CHF 99.07% 99.07%
13.05.2024 5.35% 0.18 CHF 0.19 CHF 600'000 200'000 600'000 200'000 109'314 CHF 38'438 CHF 99.34% 99.34%
10.05.2024 5.64% 0.18 CHF 0.19 CHF 600'000 200'000 600'000 200'000 103'558 CHF 36'519 CHF 99.26% 99.26%
08.05.2024 3.77% 0.25 CHF 0.26 CHF 600'000 200'000 494'920 164'973 128'665 CHF 44'538 CHF 99.38% 99.38%

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