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 4.17% 0.26 CHF 0.27 CHF 200'000 200'000 200'006 83'641 51'836 CHF 22'599 CHF 99.64% 99.64%
15.05.2024 4.04% 0.25 CHF 0.26 CHF 200'000 200'000 191'795 83'258 51'413 CHF 22'981 CHF 98.89% 98.89%
14.05.2024 4.13% 0.27 CHF 0.28 CHF 200'000 200'000 199'794 83'960 52'414 CHF 23'162 CHF 98.72% 98.72%
13.05.2024 4.37% 0.27 CHF 0.28 CHF 200'000 200'000 208'625 83'629 51'654 CHF 22'043 CHF 99.67% 99.67%
10.05.2024 4.04% 0.26 CHF 0.27 CHF 200'000 200'000 191'349 71'385 51'733 CHF 19'889 CHF 89.69% 89.69%
08.05.2024 3.77% 0.27 CHF 0.28 CHF 200'000 200'000 183'852 83'635 52'657 CHF 24'490 CHF 99.67% 99.67%
07.05.2024 3.71% 0.31 CHF 0.32 CHF 200'000 200'000 184'306 83'596 53'863 CHF 25'612 CHF 99.57% 99.57%
06.05.2024 3.71% 0.29 CHF 0.30 CHF 200'000 200'000 178'951 83'630 52'272 CHF 25'128 CHF 99.68% 99.68%
03.05.2024 3.50% 0.28 CHF 0.29 CHF 200'000 200'000 170'552 84'739 52'814 CHF 26'635 CHF 95.83% 95.83%
02.05.2024 3.49% 0.31 CHF 0.32 CHF 200'000 200'000 171'194 83'626 53'272 CHF 26'783 CHF 99.65% 99.65%

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