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 4.08% 0.40 CHF 0.41 CHF 200'000 200'000 74'754 74'754 31'240 CHF 32'301 CHF 99.65% 99.65%
15.05.2024 3.69% 0.46 CHF 0.47 CHF 200'000 200'000 74'754 74'754 34'759 CHF 35'820 CHF 99.64% 99.64%
14.05.2024 3.40% 0.50 CHF 0.51 CHF 200'000 200'000 74'860 74'860 38'128 CHF 39'189 CHF 99.36% 99.36%
13.05.2024 2.93% 0.59 CHF 0.60 CHF 200'000 200'000 76'512 76'512 46'117 CHF 47'190 CHF 94.86% 94.86%
10.05.2024 3.44% 0.54 CHF 0.55 CHF 200'000 200'000 73'976 73'976 38'800 CHF 39'855 CHF 98.49% 98.49%
08.05.2024 3.61% 0.50 CHF 0.51 CHF 200'000 200'000 74'764 74'764 36'731 CHF 37'791 CHF 99.66% 99.66%
07.05.2024 3.28% 0.47 CHF 0.48 CHF 200'000 200'000 74'755 74'755 38'144 CHF 39'205 CHF 99.65% 99.65%
06.05.2024 3.11% 0.58 CHF 0.59 CHF 200'000 200'000 74'754 74'754 42'630 CHF 43'691 CHF 99.65% 99.65%
03.05.2024 3.09% 0.64 CHF 0.65 CHF 200'000 200'000 74'376 74'376 44'732 CHF 45'790 CHF 99.35% 99.35%
02.05.2024 2.77% 0.64 CHF 0.65 CHF 100'000 100'000 37'026 37'026 23'534 CHF 24'062 CHF 98.97% 98.97%

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