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 2.63% 0.40 CHF 0.41 CHF 300'000 100'000 299'976 100'000 112'797 CHF 38'602 CHF 98.49% 98.49%
15.05.2024 2.87% 0.37 CHF 0.38 CHF 300'000 100'000 299'988 100'000 103'230 CHF 35'412 CHF 98.32% 98.32%
14.05.2024 2.71% 0.36 CHF 0.37 CHF 300'000 100'000 299'988 99'977 109'236 CHF 37'406 CHF 99.36% 99.36%
13.05.2024 2.63% 0.39 CHF 0.40 CHF 300'000 100'000 300'000 99'952 112'440 CHF 38'461 CHF 98.93% 98.93%
10.05.2024 2.64% 0.43 CHF 0.44 CHF 300'000 100'000 300'000 100'000 113'218 CHF 38'739 CHF 99.37% 99.37%
08.05.2024 3.17% 0.32 CHF 0.33 CHF 300'000 100'000 300'000 100'000 93'385 CHF 32'128 CHF 99.36% 99.36%
07.05.2024 3.73% 0.21 CHF 0.22 CHF 450'000 150'000 337'554 112'518 88'446 CHF 30'607 CHF 94.72% 94.72%
06.05.2024 3.47% 0.29 CHF 0.30 CHF 300'000 100'000 320'083 106'694 90'335 CHF 31'179 CHF 99.36% 99.36%
03.05.2024 3.43% 0.29 CHF 0.30 CHF 300'000 100'000 323'773 107'912 92'635 CHF 31'955 CHF 99.36% 99.36%
02.05.2024 3.46% 0.27 CHF 0.28 CHF 300'000 100'000 304'232 101'393 86'359 CHF 29'796 CHF 99.36% 99.36%

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