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 3.48% 0.29 CHF 0.30 CHF 180'000 100'000 179'618 100'000 50'740 CHF 29'253 CHF 94.94% 94.94%
15.05.2024 3.68% 0.27 CHF 0.28 CHF 190'000 100'000 192'574 99'238 51'477 CHF 27'526 CHF 98.42% 98.42%
14.05.2024 3.49% 0.28 CHF 0.29 CHF 180'000 100'000 178'913 98'792 50'357 CHF 28'817 CHF 99.71% 99.71%
13.05.2024 3.67% 0.27 CHF 0.28 CHF 190'000 100'000 192'625 100'000 51'465 CHF 27'738 CHF 85.38% 85.38%
10.05.2024 3.54% 0.27 CHF 0.28 CHF 190'000 100'000 182'244 100'000 50'618 CHF 28'785 CHF 99.37% 99.37%
08.05.2024 3.64% 0.27 CHF 0.28 CHF 190'000 100'000 190'167 100'000 51'312 CHF 27'983 CHF 99.85% 99.85%
07.05.2024 3.71% 0.27 CHF 0.28 CHF 190'000 100'000 195'246 100'000 51'667 CHF 27'475 CHF 98.65% 98.65%
06.05.2024 3.60% 0.27 CHF 0.28 CHF 190'000 100'000 186'890 100'000 51'017 CHF 28'311 CHF 100.00% 100.00%
03.05.2024 3.37% 0.28 CHF 0.29 CHF 180'000 100'000 176'508 100'000 51'462 CHF 30'179 CHF 83.28% 83.28%
02.05.2024 3.86% 0.25 CHF 0.26 CHF 200'000 100'000 199'496 100'000 50'766 CHF 26'451 CHF 98.77% 98.77%

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