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 6.85% 0.39 CHF 0.42 CHF 126'530 50'000 128'043 50'000 48'357 CHF 20'225 CHF 92.70% 92.70%
15.05.2024 8.10% 0.34 CHF 0.36 CHF 132'650 50'000 138'144 49'395 42'049 CHF 16'312 CHF 91.86% 91.86%
14.05.2024 7.40% 0.26 CHF 0.28 CHF 147'610 50'000 152'512 50'000 36'356 CHF 12'871 CHF 96.93% 96.93%
13.05.2024 7.45% 0.23 CHF 0.24 CHF 156'756 50'000 161'150 50'000 33'584 CHF 11'236 CHF 87.95% 87.95%
10.05.2024 7.57% 0.21 CHF 0.23 CHF 163'160 50'000 169'169 50'000 32'632 CHF 10'413 CHF 99.90% 99.90%
08.05.2024 7.24% 0.19 CHF 0.21 CHF 170'610 50'000 170'227 50'000 33'569 CHF 10'614 CHF 93.72% 93.72%
07.05.2024 7.55% 0.21 CHF 0.22 CHF 168'603 50'000 172'743 50'000 33'708 CHF 10'529 CHF 93.51% 93.51%
06.05.2024 8.09% 0.18 CHF 0.19 CHF 180'725 50'000 183'617 50'000 31'790 CHF 9'386 CHF 86.92% 86.92%
03.05.2024 9.56% 0.18 CHF 0.20 CHF 179'369 50'000 187'589 50'000 32'140 CHF 9'444 CHF 89.64% 89.64%
02.05.2024 7.68% 0.16 CHF 0.17 CHF 201'814 50'000 188'488 50'000 33'158 CHF 9'510 CHF 91.32% 91.32%

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