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 2.78% 0.36 CHF 0.37 CHF 150'000 150'000 150'000 150'000 53'187 CHF 54'687 CHF 99.01% 99.01%
15.05.2024 2.26% 0.38 CHF 0.39 CHF 150'000 150'000 126'989 126'989 55'531 CHF 56'801 CHF 99.10% 99.10%
14.05.2024 2.00% 0.47 CHF 0.48 CHF 125'000 125'000 112'221 112'221 55'384 CHF 56'506 CHF 98.82% 98.82%
13.05.2024 1.98% 0.51 CHF 0.52 CHF 100'000 100'000 111'861 111'861 55'911 CHF 57'030 CHF 99.13% 99.13%
10.05.2024 1.81% 0.55 CHF 0.56 CHF 100'000 100'000 100'000 100'000 54'680 CHF 55'680 CHF 96.44% 96.44%
08.05.2024 1.75% 0.56 CHF 0.57 CHF 100'000 100'000 100'000 100'000 56'539 CHF 57'539 CHF 99.16% 99.16%
07.05.2024 1.79% 0.56 CHF 0.57 CHF 100'000 100'000 100'000 100'000 55'467 CHF 56'467 CHF 98.99% 98.99%
06.05.2024 1.67% 0.55 CHF 0.56 CHF 100'000 100'000 100'000 100'000 59'358 CHF 60'358 CHF 98.97% 98.97%
03.05.2024 1.41% 0.67 CHF 0.68 CHF 100'000 100'000 78'801 78'799 55'365 CHF 56'152 CHF 98.18% 98.18%
02.05.2024 1.22% 0.79 CHF 0.80 CHF 75'000 75'000 75'000 75'000 61'304 CHF 62'054 CHF 98.81% 98.81%

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