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 3.63% 0.30 CHF 0.31 CHF 200'000 200'000 177'609 52'307 53'133 CHF 16'262 CHF 99.57% 99.57%
15.05.2024 3.52% 0.29 CHF 0.30 CHF 200'000 200'000 175'218 51'805 53'949 CHF 16'193 CHF 98.83% 98.83%
14.05.2024 3.59% 0.31 CHF 0.32 CHF 200'000 200'000 176'580 52'687 53'439 CHF 16'795 CHF 98.69% 98.69%
13.05.2024 3.75% 0.31 CHF 0.32 CHF 200'000 200'000 184'341 52'275 53'425 CHF 16'175 CHF 99.60% 99.60%
10.05.2024 3.54% 0.30 CHF 0.31 CHF 200'000 200'000 174'040 36'788 53'711 CHF 11'553 CHF 89.65% 89.65%
08.05.2024 3.32% 0.31 CHF 0.32 CHF 200'000 200'000 168'104 52'285 54'771 CHF 17'111 CHF 99.60% 99.60%
07.05.2024 3.27% 0.35 CHF 0.36 CHF 200'000 200'000 168'661 52'333 56'062 CHF 18'301 CHF 99.55% 99.55%
06.05.2024 3.25% 0.33 CHF 0.34 CHF 200'000 200'000 163'320 52'278 54'522 CHF 17'670 CHF 99.61% 99.61%
03.05.2024 3.10% 0.32 CHF 0.33 CHF 200'000 200'000 156'712 53'727 54'843 CHF 18'655 CHF 95.76% 95.76%
02.05.2024 3.09% 0.35 CHF 0.36 CHF 200'000 200'000 157'482 52'302 55'423 CHF 18'770 CHF 99.59% 99.59%

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