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 1.16% 0.85 CHF 0.86 CHF 200'000 200'000 200'000 200'000 171'134 CHF 173'134 CHF 98.59% 98.59%
15.05.2024 1.38% 0.79 CHF 0.80 CHF 200'000 200'000 200'000 200'000 144'481 CHF 146'481 CHF 92.29% 92.29%
14.05.2024 1.57% 0.67 CHF 0.68 CHF 200'000 200'000 200'000 200'000 126'232 CHF 128'232 CHF 98.98% 98.98%
13.05.2024 1.58% 0.64 CHF 0.65 CHF 200'000 200'000 200'000 200'000 125'783 CHF 127'783 CHF 95.49% 95.49%
10.05.2024 1.72% 0.60 CHF 0.61 CHF 200'000 200'000 200'000 200'000 115'712 CHF 117'712 CHF 97.14% 97.14%
08.05.2024 2.26% 0.45 CHF 0.46 CHF 200'000 200'000 200'000 200'000 87'624 CHF 89'624 CHF 99.32% 99.32%
07.05.2024 2.77% 0.40 CHF 0.41 CHF 200'000 200'000 200'000 200'000 71'310 CHF 73'310 CHF 84.49% 84.49%
06.05.2024 3.45% 0.27 CHF 0.28 CHF 200'000 200'000 200'000 200'000 57'039 CHF 59'039 CHF 92.67% 92.67%
03.05.2024 3.92% 0.25 CHF 0.26 CHF 200'000 200'000 202'078 200'000 50'631 CHF 52'132 CHF 92.31% 92.31%
02.05.2024 3.98% 0.22 CHF 0.23 CHF 230'000 200'000 206'464 200'000 50'914 CHF 51'435 CHF 93.08% 93.08%

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