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 4.60% 0.24 CHF 0.25 CHF 210'000 200'000 215'547 52'315 50'511 CHF 12'819 CHF 99.59% 99.59%
15.05.2024 4.46% 0.23 CHF 0.24 CHF 220'000 200'000 208'365 51'818 50'411 CHF 12'813 CHF 98.84% 98.84%
14.05.2024 4.54% 0.25 CHF 0.26 CHF 200'000 200'000 211'822 52'719 50'418 CHF 13'345 CHF 98.66% 98.66%
13.05.2024 4.86% 0.24 CHF 0.25 CHF 210'000 200'000 227'563 52'285 50'552 CHF 12'720 CHF 99.62% 99.62%
10.05.2024 4.42% 0.23 CHF 0.24 CHF 220'000 200'000 203'085 36'786 50'112 CHF 9'177 CHF 89.66% 89.66%
08.05.2024 4.12% 0.25 CHF 0.26 CHF 200'000 200'000 196'008 52'300 51'323 CHF 13'757 CHF 99.63% 99.63%
07.05.2024 4.04% 0.28 CHF 0.29 CHF 200'000 200'000 195'889 52'342 52'435 CHF 14'917 CHF 99.57% 99.57%
06.05.2024 4.05% 0.26 CHF 0.27 CHF 200'000 200'000 193'207 52'287 51'572 CHF 14'253 CHF 99.63% 99.63%
03.05.2024 3.80% 0.26 CHF 0.27 CHF 200'000 200'000 183'577 53'725 52'406 CHF 15'153 CHF 95.78% 95.78%
02.05.2024 3.78% 0.28 CHF 0.29 CHF 200'000 200'000 184'345 52'311 52'846 CHF 15'329 CHF 99.60% 99.60%

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