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
15.05.2024 3.75% 0.30 CHF 0.31 CHF 170'000 100'000 193'194 99'752 51'060 CHF 27'435 CHF 97.11% 97.11%
14.05.2024 3.50% 0.27 CHF 0.28 CHF 190'000 100'000 181'155 100'000 50'866 CHF 29'086 CHF 98.56% 98.56%
13.05.2024 3.44% 0.27 CHF 0.28 CHF 190'000 100'000 179'402 100'000 51'222 CHF 29'567 CHF 96.49% 96.49%
10.05.2024 3.55% 0.29 CHF 0.30 CHF 180'000 100'000 184'021 100'000 50'901 CHF 28'708 CHF 98.01% 98.01%
08.05.2024 4.38% 0.25 CHF 0.26 CHF 200'000 100'000 226'077 100'000 50'469 CHF 23'405 CHF 99.74% 99.74%
07.05.2024 5.62% 0.19 CHF 0.20 CHF 270'000 100'000 294'008 100'000 50'832 CHF 18'322 CHF 90.72% 90.72%
06.05.2024 4.88% 0.17 CHF 0.18 CHF 300'000 100'000 252'042 100'000 50'390 CHF 21'092 CHF 97.92% 97.92%
03.05.2024 5.03% 0.19 CHF 0.20 CHF 270'000 100'000 262'482 100'000 50'893 CHF 20'415 CHF 97.83% 97.83%
02.05.2024 5.21% 0.18 CHF 0.19 CHF 280'000 100'000 272'871 100'000 50'971 CHF 19'697 CHF 99.41% 99.41%
30.04.2024 4.64% 0.20 CHF 0.21 CHF 250'000 100'000 239'425 100'000 50'391 CHF 22'058 CHF 98.23% 98.23%

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