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
23.05.2024 3.01% 0.36 CHF 0.37 CHF 200'000 200'000 153'001 52'204 55'152 CHF 19'346 CHF 99.52% 99.52%
22.05.2024 2.79% 0.37 CHF 0.38 CHF 200'000 200'000 145'361 52'623 55'692 CHF 20'068 CHF 98.40% 98.40%
21.05.2024 2.75% 0.39 CHF 0.40 CHF 200'000 200'000 145'182 52'240 57'313 CHF 21'007 CHF 99.53% 99.53%
17.05.2024 2.78% 0.40 CHF 0.41 CHF 200'000 200'000 145'231 52'238 56'944 CHF 21'226 CHF 99.55% 99.55%
16.05.2024 2.80% 0.39 CHF 0.40 CHF 200'000 200'000 146'302 52'278 56'956 CHF 20'963 CHF 99.48% 99.48%
15.05.2024 2.74% 0.38 CHF 0.39 CHF 200'000 200'000 145'004 51'766 57'640 CHF 20'843 CHF 98.76% 98.76%
14.05.2024 2.77% 0.40 CHF 0.41 CHF 200'000 200'000 145'329 52'647 57'141 CHF 21'522 CHF 98.64% 98.64%
13.05.2024 2.87% 0.40 CHF 0.41 CHF 200'000 200'000 153'012 52'236 58'336 CHF 20'902 CHF 99.53% 99.53%
10.05.2024 2.75% 0.39 CHF 0.40 CHF 200'000 200'000 139'449 36'794 55'595 CHF 14'900 CHF 89.62% 89.62%
08.05.2024 2.61% 0.40 CHF 0.41 CHF 200'000 200'000 137'526 52'241 57'160 CHF 21'830 CHF 99.53% 99.53%

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