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 4.98% 0.20 CHF 0.21 CHF 250'000 250'000 260'592 260'592 50'976 CHF 53'582 CHF 97.58% 97.58%
21.05.2024 5.28% 0.19 CHF 0.20 CHF 275'000 275'000 289'071 289'071 53'236 CHF 56'127 CHF 99.18% 99.18%
17.05.2024 5.51% 0.17 CHF 0.18 CHF 300'000 300'000 300'265 300'265 52'993 CHF 55'995 CHF 98.78% 98.78%
16.05.2024 5.42% 0.18 CHF 0.19 CHF 300'000 300'000 300'000 300'000 53'897 CHF 56'897 CHF 99.04% 99.04%
15.05.2024 5.98% 0.17 CHF 0.18 CHF 300'000 300'000 319'657 319'657 51'849 CHF 55'045 CHF 99.10% 99.10%
14.05.2024 6.34% 0.16 CHF 0.17 CHF 350'000 350'000 342'899 342'898 52'411 CHF 55'840 CHF 98.90% 98.90%
13.05.2024 6.06% 0.15 CHF 0.16 CHF 350'000 350'000 324'171 324'171 51'883 CHF 55'125 CHF 99.18% 99.18%
10.05.2024 6.26% 0.15 CHF 0.16 CHF 350'000 350'000 337'944 337'945 52'273 CHF 55'652 CHF 96.48% 96.48%
08.05.2024 6.44% 0.16 CHF 0.17 CHF 350'000 350'000 350'451 350'451 52'703 CHF 56'208 CHF 99.17% 99.17%
07.05.2024 6.06% 0.16 CHF 0.17 CHF 325'000 325'000 325'300 325'300 52'040 CHF 55'293 CHF 98.89% 98.89%

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