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 5.55% 0.19 CHF 0.20 CHF 270'000 200'000 262'610 83'629 50'735 CHF 16'980 CHF 99.67% 99.67%
22.05.2024 4.90% 0.20 CHF 0.21 CHF 250'000 200'000 235'906 83'905 51'200 CHF 18'515 CHF 98.53% 98.53%
21.05.2024 4.73% 0.22 CHF 0.23 CHF 230'000 200'000 224'862 83'630 51'069 CHF 19'761 CHF 99.67% 99.67%
17.05.2024 4.78% 0.23 CHF 0.24 CHF 220'000 200'000 228'448 83'628 51'553 CHF 19'930 CHF 99.68% 99.68%
16.05.2024 4.82% 0.23 CHF 0.24 CHF 230'000 200'000 230'375 83'638 51'486 CHF 19'616 CHF 99.64% 99.64%
15.05.2024 4.64% 0.22 CHF 0.23 CHF 230'000 200'000 221'009 83'256 51'347 CHF 20'008 CHF 98.89% 98.89%
14.05.2024 4.77% 0.24 CHF 0.25 CHF 220'000 200'000 227'528 83'957 51'526 CHF 20'156 CHF 98.72% 98.72%
13.05.2024 5.09% 0.23 CHF 0.24 CHF 220'000 200'000 239'875 83'624 50'804 CHF 19'057 CHF 99.66% 99.66%
10.05.2024 4.64% 0.22 CHF 0.23 CHF 230'000 200'000 220'685 71'386 51'790 CHF 17'339 CHF 89.69% 89.69%
08.05.2024 4.29% 0.24 CHF 0.25 CHF 220'000 200'000 204'616 83'632 51'303 CHF 21'499 CHF 99.67% 99.67%

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