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 7.30% 0.25 CHF 0.27 CHF 77'034 50'000 73'457 50'000 20'132 CHF 14'746 CHF 98.77% 98.77%
15.05.2024 9.05% 0.26 CHF 0.29 CHF 74'312 50'000 79'694 49'488 18'449 CHF 12'578 CHF 98.73% 98.73%
14.05.2024 8.40% 0.26 CHF 0.28 CHF 82'180 50'000 79'199 49'655 19'316 CHF 13'196 CHF 66.99% 66.99%
13.05.2024 7.44% 0.22 CHF 0.25 CHF 81'420 50'000 84'976 50'000 18'332 CHF 11'629 CHF 100.00% 100.00%
10.05.2024 8.12% 0.24 CHF 0.26 CHF 80'304 50'000 82'970 50'000 19'036 CHF 12'468 CHF 99.96% 99.96%
08.05.2024 6.95% 0.17 CHF 0.19 CHF 98'234 50'000 100'947 50'000 17'108 CHF 9'086 CHF 100.00% 100.00%
07.05.2024 6.86% 0.16 CHF 0.17 CHF 108'118 50'000 108'159 50'000 17'253 CHF 8'546 CHF 96.44% 96.44%
06.05.2024 6.65% 0.15 CHF 0.16 CHF 110'130 50'000 110'008 50'000 17'256 CHF 8'381 CHF 99.72% 99.72%
03.05.2024 8.54% 0.16 CHF 0.17 CHF 105'542 50'000 113'060 50'000 17'061 CHF 8'247 CHF 98.53% 98.53%
02.05.2024 8.15% 0.13 CHF 0.14 CHF 126'215 50'000 128'108 50'000 16'642 CHF 7'048 CHF 98.17% 98.17%

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