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% 0.27 CHF 0.29 CHF 185'180 50'000 180'448 50'000 50'787 CHF 15'017 CHF 59.23% 59.23%
15.05.2024 6.49% 0.28 CHF 0.30 CHF 180'000 50'000 183'083 49'624 50'442 CHF 14'590 CHF 63.33% 63.33%
14.05.2024 5.65% 0.26 CHF 0.28 CHF 186'953 50'000 175'648 50'000 51'072 CHF 15'436 CHF 62.92% 62.92%
13.05.2024 5.99% 0.28 CHF 0.30 CHF 180'000 50'000 171'501 50'000 51'832 CHF 16'081 CHF 89.06% 89.06%
10.05.2024 5.64% 0.31 CHF 0.33 CHF 170'000 50'000 160'646 50'000 51'640 CHF 17'033 CHF 97.80% 97.80%
08.05.2024 5.80% 0.33 CHF 0.36 CHF 160'000 50'000 150'136 50'000 51'462 CHF 18'272 CHF 25.15% 25.15%
07.05.2024 4.12% 0.48 CHF 0.50 CHF 110'000 50'000 106'190 50'000 52'314 CHF 25'710 CHF 96.43% 96.43%
06.05.2024 3.85% 0.51 CHF 0.53 CHF 100'000 50'000 100'670 50'000 51'905 CHF 26'800 CHF 100.00% 100.00%
03.05.2024 4.38% 0.48 CHF 0.50 CHF 110'000 50'000 114'694 50'000 52'690 CHF 24'030 CHF 97.68% 97.68%
02.05.2024 4.36% 0.46 CHF 0.48 CHF 110'000 50'000 112'938 50'000 51'874 CHF 24'003 CHF 99.40% 99.40%

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