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 3.60% 0.26 CHF 0.27 CHF 300'000 100'000 302'401 100'800 83'086 CHF 28'703 CHF 99.36% 99.36%
15.05.2024 3.23% 0.34 CHF 0.35 CHF 300'000 100'000 300'000 100'000 91'567 CHF 31'522 CHF 99.12% 99.12%
14.05.2024 3.66% 0.27 CHF 0.28 CHF 300'000 100'000 331'185 110'395 88'498 CHF 30'603 CHF 99.36% 99.36%
13.05.2024 4.45% 0.24 CHF 0.25 CHF 450'000 150'000 450'000 150'000 99'620 CHF 34'707 CHF 98.90% 98.90%
10.05.2024 3.50% 0.23 CHF 0.24 CHF 450'000 150'000 340'260 113'420 95'083 CHF 32'829 CHF 99.35% 99.35%
08.05.2024 3.32% 0.31 CHF 0.32 CHF 300'000 100'000 338'746 112'915 99'776 CHF 34'388 CHF 99.36% 99.36%
07.05.2024 3.38% 0.29 CHF 0.30 CHF 450'000 150'000 380'932 126'977 110'492 CHF 38'101 CHF 99.37% 99.37%
06.05.2024 2.96% 0.33 CHF 0.34 CHF 300'000 100'000 300'000 100'000 99'968 CHF 34'323 CHF 99.36% 99.36%
03.05.2024 2.71% 0.35 CHF 0.36 CHF 300'000 100'000 300'000 100'000 109'287 CHF 37'429 CHF 99.17% 99.17%
02.05.2024 2.60% 0.37 CHF 0.38 CHF 300'000 100'000 300'686 100'229 114'270 CHF 39'092 CHF 98.76% 98.76%

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