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 1.90% 0.54 CHF 0.55 CHF 100'000 60'000 100'000 36'515 52'241 CHF 19'440 CHF 99.61% 99.61%
15.05.2024 2.00% 0.53 CHF 0.54 CHF 100'000 60'000 104'760 36'542 51'924 CHF 18'430 CHF 99.18% 99.18%
14.05.2024 2.18% 0.45 CHF 0.46 CHF 120'000 60'000 116'526 36'544 52'822 CHF 16'964 CHF 98.88% 98.88%
13.05.2024 2.33% 0.43 CHF 0.44 CHF 120'000 60'000 122'447 36'495 51'919 CHF 16'037 CHF 99.53% 99.53%
10.05.2024 1.96% 0.46 CHF 0.47 CHF 110'000 60'000 102'176 36'396 51'519 CHF 18'532 CHF 98.57% 98.57%
08.05.2024 2.44% 0.42 CHF 0.43 CHF 120'000 60'000 128'877 36'292 52'164 CHF 15'118 CHF 98.47% 98.47%
07.05.2024 2.57% 0.40 CHF 0.41 CHF 130'000 60'000 136'347 36'471 52'305 CHF 14'440 CHF 97.39% 97.39%
06.05.2024 2.46% 0.40 CHF 0.41 CHF 130'000 60'000 129'734 36'480 52'107 CHF 15'027 CHF 98.38% 98.38%
03.05.2024 2.68% 0.35 CHF 0.36 CHF 150'000 60'000 140'607 36'202 51'853 CHF 13'617 CHF 98.14% 98.14%
02.05.2024 2.87% 0.37 CHF 0.38 CHF 140'000 60'000 151'327 36'759 51'942 CHF 13'064 CHF 94.99% 94.99%

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