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
22.05.2024 1.71% 0.55 CHF 0.56 CHF 100'000 50'000 90'432 30'101 52'439 CHF 17'646 CHF 97.00% 97.00%
21.05.2024 2.11% 0.52 CHF 0.53 CHF 100'000 50'000 109'735 28'883 51'478 CHF 14'125 CHF 99.62% 99.62%
17.05.2024 2.08% 0.51 CHF 0.52 CHF 100'000 50'000 109'362 28'890 52'018 CHF 14'077 CHF 99.39% 99.39%
16.05.2024 2.12% 0.48 CHF 0.49 CHF 110'000 50'000 110'672 28'881 51'642 CHF 13'733 CHF 99.65% 99.65%
15.05.2024 1.93% 0.47 CHF 0.48 CHF 110'000 50'000 101'614 28'964 52'285 CHF 14'977 CHF 97.60% 97.60%
14.05.2024 3.82% 0.52 CHF 0.57 CHF 5'000 5'000 94'807 19'450 42'636 CHF 9'033 CHF 98.68% 98.68%
13.05.2024 2.35% 0.46 CHF 0.47 CHF 110'000 50'000 125'373 28'884 52'731 CHF 12'703 CHF 99.56% 99.56%
10.05.2024 2.16% 0.41 CHF 0.42 CHF 130'000 50'000 112'735 28'760 51'582 CHF 13'303 CHF 98.58% 98.58%
08.05.2024 3.71% 0.47 CHF 0.52 CHF 5'000 5'000 82'306 19'409 41'537 CHF 9'965 CHF 99.66% 99.66%
07.05.2024 1.67% 0.57 CHF 0.58 CHF 90'000 50'000 89'159 28'883 52'804 CHF 17'182 CHF 99.59% 99.59%

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