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 6.47% 0.17 CHF 0.18 CHF 300'000 200'000 307'330 83'641 50'772 CHF 14'740 CHF 99.64% 99.64%
15.05.2024 6.15% 0.16 CHF 0.17 CHF 320'000 200'000 292'387 83'259 50'864 CHF 15'153 CHF 98.89% 98.89%
14.05.2024 6.37% 0.18 CHF 0.19 CHF 290'000 200'000 303'393 83'960 50'961 CHF 15'253 CHF 98.72% 98.72%
13.05.2024 6.97% 0.17 CHF 0.18 CHF 300'000 200'000 330'489 83'628 50'675 CHF 14'175 CHF 99.67% 99.67%
10.05.2024 6.13% 0.16 CHF 0.17 CHF 310'000 200'000 288'233 71'385 50'772 CHF 13'168 CHF 89.69% 89.69%
08.05.2024 5.56% 0.18 CHF 0.19 CHF 290'000 200'000 265'718 83'635 51'077 CHF 16'611 CHF 99.67% 99.67%
07.05.2024 5.44% 0.21 CHF 0.22 CHF 240'000 200'000 258'188 83'597 51'068 CHF 17'749 CHF 99.57% 99.57%
06.05.2024 5.41% 0.19 CHF 0.20 CHF 260'000 200'000 255'252 83'629 50'638 CHF 17'278 CHF 99.68% 99.68%
03.05.2024 4.99% 0.19 CHF 0.20 CHF 270'000 200'000 236'106 84'713 50'988 CHF 18'673 CHF 95.81% 95.81%
02.05.2024 4.97% 0.21 CHF 0.22 CHF 240'000 200'000 234'588 83'636 50'888 CHF 18'886 CHF 99.66% 99.66%

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