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
29.05.2024 10.00% 0.08 CHF 0.09 CHF 450'000 150'000 450'000 150'000 42'987 CHF 15'829 CHF 99.26% 99.26%
28.05.2024 8.12% 0.11 CHF 0.12 CHF 450'000 150'000 450'000 150'000 53'516 CHF 19'339 CHF 99.36% 99.36%
27.05.2024 6.64% 0.13 CHF 0.14 CHF 450'000 150'000 358'469 119'490 51'899 CHF 18'495 CHF 99.30% 99.30%
24.05.2024 5.72% 0.15 CHF 0.16 CHF 300'000 100'000 300'000 100'000 51'224 CHF 18'075 CHF 97.40% 97.40%
23.05.2024 3.23% 0.31 CHF 0.32 CHF 225'000 75'000 225'000 75'000 68'496 CHF 23'582 CHF 99.25% 99.25%
22.05.2024 3.25% 0.30 CHF 0.31 CHF 225'000 75'000 225'000 75'000 68'206 CHF 23'485 CHF 99.36% 99.36%
21.05.2024 3.19% 0.33 CHF 0.34 CHF 225'000 75'000 225'000 75'000 69'429 CHF 23'893 CHF 99.27% 99.27%
17.05.2024 3.39% 0.29 CHF 0.30 CHF 225'000 75'000 225'000 75'000 65'298 CHF 22'516 CHF 99.16% 99.16%
16.05.2024 3.83% 0.26 CHF 0.27 CHF 225'000 75'000 225'000 75'000 57'710 CHF 19'987 CHF 99.36% 99.36%
15.05.2024 3.94% 0.26 CHF 0.27 CHF 225'000 75'000 225'000 75'000 56'106 CHF 19'452 CHF 99.12% 99.12%

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