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
10.06.2024 2.36% 0.41 CHF 0.42 CHF 600'000 200'000 600'000 200'000 252'149 CHF 86'050 CHF 99.38% 99.38%
07.06.2024 2.20% 0.47 CHF 0.48 CHF 600'000 200'000 600'000 200'000 270'510 CHF 92'170 CHF 99.15% 99.15%
05.06.2024 2.84% 0.34 CHF 0.35 CHF 750'000 250'000 658'435 219'478 228'585 CHF 78'390 CHF 99.37% 99.37%
04.06.2024 3.34% 0.29 CHF 0.30 CHF 750'000 250'000 750'000 250'000 220'962 CHF 76'154 CHF 98.93% 98.93%
03.06.2024 3.96% 0.24 CHF 0.25 CHF 750'000 250'000 749'978 250'000 186'081 CHF 64'529 CHF 99.38% 99.38%
31.05.2024 4.82% 0.25 CHF 0.26 CHF 750'000 250'000 846'885 282'295 171'553 CHF 60'007 CHF 99.36% 99.36%
30.05.2024 5.46% 0.19 CHF 0.20 CHF 900'000 300'000 900'000 299'978 160'469 CHF 56'486 CHF 99.36% 99.36%
29.05.2024 4.55% 0.21 CHF 0.22 CHF 750'000 250'000 819'903 273'301 175'956 CHF 61'385 CHF 99.38% 99.38%
28.05.2024 4.36% 0.21 CHF 0.22 CHF 900'000 300'000 779'682 259'883 174'922 CHF 60'904 CHF 99.38% 99.38%
27.05.2024 4.18% 0.23 CHF 0.24 CHF 750'000 250'000 750'000 250'000 175'771 CHF 61'091 CHF 99.36% 99.36%

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