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 5.78% 0.19 CHF 0.20 CHF 270'000 200'000 274'450 52'278 50'901 CHF 10'232 CHF 99.48% 99.48%
15.05.2024 5.53% 0.18 CHF 0.19 CHF 280'000 200'000 261'114 51'766 50'638 CHF 10'270 CHF 98.76% 98.76%
14.05.2024 5.67% 0.20 CHF 0.21 CHF 250'000 200'000 265'365 52'647 50'356 CHF 10'751 CHF 98.64% 98.64%
13.05.2024 6.23% 0.19 CHF 0.20 CHF 270'000 200'000 296'362 52'235 51'021 CHF 10'116 CHF 99.53% 99.53%
10.05.2024 5.51% 0.18 CHF 0.19 CHF 280'000 200'000 255'553 36'794 50'274 CHF 7'345 CHF 89.62% 89.62%
08.05.2024 5.06% 0.20 CHF 0.21 CHF 250'000 200'000 237'905 52'241 50'428 CHF 11'154 CHF 99.54% 99.54%
07.05.2024 4.94% 0.23 CHF 0.24 CHF 220'000 200'000 231'678 52'308 50'534 CHF 12'331 CHF 99.47% 99.47%
06.05.2024 4.96% 0.21 CHF 0.22 CHF 240'000 200'000 232'849 52'243 50'543 CHF 11'653 CHF 99.55% 99.55%
03.05.2024 4.58% 0.21 CHF 0.22 CHF 240'000 200'000 213'791 52'824 50'431 CHF 12'303 CHF 95.08% 95.08%
02.05.2024 4.56% 0.23 CHF 0.24 CHF 220'000 200'000 213'123 52'272 50'461 CHF 12'716 CHF 99.50% 99.50%

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