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
17.05.2024 13.29% 0.23 CHF 0.26 CHF 25'000 25'000 25'000 25'000 6'010 CHF 6'866 CHF 99.04% 99.04%
16.05.2024 11.43% 0.24 CHF 0.27 CHF 25'000 25'000 45'833 30'863 11'856 CHF 8'756 CHF 63.18% 63.18%
15.05.2024 8.67% 0.26 CHF 0.29 CHF 113'637 50'000 113'099 49'567 30'156 CHF 14'408 CHF 92.61% 92.61%
14.05.2024 8.83% 0.26 CHF 0.29 CHF 114'261 50'000 117'958 50'000 28'513 CHF 13'219 CHF 87.59% 87.59%
13.05.2024 9.66% 0.21 CHF 0.23 CHF 124'035 50'000 122'106 50'000 26'838 CHF 12'107 CHF 94.19% 94.19%
10.05.2024 6.10% 0.22 CHF 0.24 CHF 123'766 50'000 125'332 50'000 26'276 CHF 11'146 CHF 95.65% 95.65%
08.05.2024 7.30% 0.21 CHF 0.23 CHF 124'427 50'000 136'024 50'000 23'682 CHF 9'422 CHF 98.35% 98.35%
07.05.2024 9.88% 0.14 CHF 0.15 CHF 146'451 50'000 150'748 50'000 19'985 CHF 7'319 CHF 98.89% 98.89%
06.05.2024 9.96% 0.12 CHF 0.13 CHF 156'286 50'000 160'089 49'861 19'155 CHF 6'602 CHF 95.70% 95.70%
03.05.2024 15.80% 0.12 CHF 0.14 CHF 25'000 25'000 25'000 25'000 3'063 CHF 3'588 CHF 96.72% 96.72%

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