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
13.06.2024 7.88% 0.34 CHF 0.37 CHF 150'000 50'000 140'786 50'000 51'504 CHF 19'828 CHF 93.78% 93.78%
12.06.2024 6.85% 0.37 CHF 0.40 CHF 140'000 50'000 155'530 49'131 52'022 CHF 17'658 CHF 90.67% 90.67%
11.06.2024 6.18% 0.31 CHF 0.33 CHF 170'000 50'000 167'478 50'000 52'095 CHF 16'551 CHF 100.00% 100.00%
10.06.2024 5.91% 0.31 CHF 0.33 CHF 170'000 50'000 168'081 50'000 52'247 CHF 16'494 CHF 90.54% 90.54%
07.06.2024 5.84% 0.33 CHF 0.35 CHF 160'000 50'000 157'982 49'625 51'393 CHF 17'106 CHF 99.18% 99.18%
05.06.2024 6.48% 0.30 CHF 0.31 CHF 170'000 50'000 183'411 50'000 51'442 CHF 14'972 CHF 99.42% 99.42%
04.06.2024 6.64% 0.28 CHF 0.29 CHF 180'000 50'000 189'766 50'000 51'247 CHF 14'439 CHF 100.00% 100.00%
03.06.2024 6.24% 0.28 CHF 0.30 CHF 180'000 50'000 173'241 50'000 51'176 CHF 15'730 CHF 89.41% 89.41%
31.05.2024 6.21% 0.30 CHF 0.32 CHF 170'000 50'000 172'544 50'000 51'602 CHF 15'922 CHF 95.99% 95.99%
30.05.2024 6.07% 0.32 CHF 0.34 CHF 160'000 50'000 170'562 50'000 51'489 CHF 16'073 CHF 99.74% 99.74%

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