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
24.05.2024 3.39% 0.32 CHF 0.33 CHF 200'000 200'000 168'686 52'293 53'948 CHF 17'245 CHF 99.61% 99.61%
23.05.2024 3.28% 0.33 CHF 0.34 CHF 200'000 200'000 167'606 52'262 55'484 CHF 17'813 CHF 99.61% 99.61%
22.05.2024 3.03% 0.34 CHF 0.35 CHF 200'000 200'000 153'179 52'665 54'163 CHF 18'523 CHF 98.48% 98.48%
21.05.2024 2.97% 0.36 CHF 0.37 CHF 200'000 200'000 153'026 52'284 55'865 CHF 19'462 CHF 99.61% 99.61%
17.05.2024 3.00% 0.37 CHF 0.38 CHF 200'000 200'000 153'031 52'284 55'427 CHF 19'701 CHF 99.62% 99.62%
16.05.2024 3.03% 0.36 CHF 0.37 CHF 200'000 200'000 154'048 52'309 55'397 CHF 19'448 CHF 99.57% 99.57%
15.05.2024 2.95% 0.36 CHF 0.37 CHF 200'000 200'000 152'873 51'807 56'298 CHF 19'353 CHF 98.83% 98.83%
14.05.2024 3.00% 0.37 CHF 0.38 CHF 200'000 200'000 153'151 52'690 55'646 CHF 19'970 CHF 98.69% 98.69%
13.05.2024 3.10% 0.37 CHF 0.38 CHF 200'000 200'000 160'853 52'277 56'592 CHF 19'408 CHF 99.60% 99.60%
10.05.2024 2.95% 0.36 CHF 0.37 CHF 200'000 200'000 148'096 36'787 55'054 CHF 13'876 CHF 89.66% 89.66%

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