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
22.05.2024 5.00% 0.25 CHF 0.26 CHF 225'000 225'000 269'329 269'329 52'512 CHF 55'206 CHF 97.58% 97.58%
21.05.2024 4.68% 0.20 CHF 0.21 CHF 250'000 250'000 249'982 249'982 52'178 CHF 54'678 CHF 99.17% 99.17%
17.05.2024 3.75% 0.25 CHF 0.26 CHF 200'000 200'000 200'537 200'537 52'483 CHF 54'488 CHF 98.79% 98.79%
16.05.2024 3.03% 0.30 CHF 0.31 CHF 175'000 175'000 167'841 167'842 54'606 CHF 56'284 CHF 99.03% 99.03%
15.05.2024 3.53% 0.29 CHF 0.30 CHF 175'000 175'000 192'465 192'465 53'620 CHF 55'544 CHF 99.13% 99.13%
14.05.2024 3.92% 0.29 CHF 0.30 CHF 200'000 200'000 208'726 208'725 52'176 CHF 54'264 CHF 98.83% 98.83%
13.05.2024 3.31% 0.25 CHF 0.26 CHF 200'000 200'000 181'242 181'242 53'968 CHF 55'780 CHF 99.13% 99.13%
10.05.2024 2.79% 0.31 CHF 0.32 CHF 175'000 175'000 153'323 153'323 54'210 CHF 55'743 CHF 96.29% 96.29%
08.05.2024 3.13% 0.36 CHF 0.37 CHF 150'000 150'000 171'852 171'852 54'041 CHF 55'760 CHF 99.16% 99.16%
07.05.2024 3.45% 0.31 CHF 0.32 CHF 200'000 200'000 189'183 189'183 53'919 CHF 55'811 CHF 98.99% 98.99%

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