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 5.14% 0.19 CHF 0.20 CHF 450'000 150'000 450'000 150'000 85'457 CHF 29'986 CHF 99.36% 99.36%
15.05.2024 5.73% 0.16 CHF 0.17 CHF 450'000 150'000 450'000 150'000 76'319 CHF 26'940 CHF 99.12% 99.12%
14.05.2024 4.89% 0.18 CHF 0.19 CHF 450'000 150'000 450'000 150'000 89'974 CHF 31'491 CHF 99.36% 99.36%
13.05.2024 4.14% 0.23 CHF 0.24 CHF 450'000 150'000 450'000 150'000 106'641 CHF 37'047 CHF 98.90% 98.90%
10.05.2024 5.17% 0.23 CHF 0.24 CHF 450'000 150'000 450'000 150'000 85'099 CHF 29'866 CHF 99.36% 99.36%
08.05.2024 5.07% 0.18 CHF 0.19 CHF 450'000 150'000 450'000 150'000 86'713 CHF 30'404 CHF 99.36% 99.36%
07.05.2024 4.85% 0.21 CHF 0.22 CHF 450'000 150'000 450'000 150'000 90'652 CHF 31'717 CHF 99.36% 99.36%
06.05.2024 5.42% 0.19 CHF 0.20 CHF 450'000 150'000 450'000 150'000 80'838 CHF 28'446 CHF 99.36% 99.36%
03.05.2024 5.76% 0.18 CHF 0.19 CHF 450'000 150'000 450'000 150'000 75'910 CHF 26'804 CHF 99.18% 99.18%
02.05.2024 5.83% 0.16 CHF 0.17 CHF 450'000 150'000 450'000 150'000 75'244 CHF 26'581 CHF 98.76% 98.76%

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