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
17.05.2024 1.19% 0.87 CHF 0.88 CHF 750'000 250'000 737'210 245'737 615'336 CHF 207'569 CHF 99.07% 99.07%
16.05.2024 1.46% 0.69 CHF 0.70 CHF 750'000 250'000 750'000 250'000 509'040 CHF 172'180 CHF 99.27% 99.27%
15.05.2024 2.22% 0.45 CHF 0.46 CHF 900'000 300'000 899'678 299'893 400'196 CHF 136'398 CHF 99.08% 99.08%
14.05.2024 2.43% 0.41 CHF 0.42 CHF 900'000 300'000 892'026 297'342 363'072 CHF 123'998 CHF 99.27% 99.27%
13.05.2024 1.88% 0.51 CHF 0.52 CHF 750'000 250'000 750'000 250'000 395'461 CHF 134'320 CHF 98.81% 98.81%
10.05.2024 1.81% 0.57 CHF 0.58 CHF 750'000 250'000 750'000 250'000 411'920 CHF 139'807 CHF 99.27% 99.27%
08.05.2024 2.35% 0.44 CHF 0.45 CHF 900'000 300'000 899'966 300'000 379'391 CHF 129'469 CHF 99.27% 99.27%
07.05.2024 2.89% 0.39 CHF 0.40 CHF 900'000 300'000 913'862 313'862 312'277 CHF 110'173 CHF 99.27% 99.27%
06.05.2024 3.31% 0.32 CHF 0.33 CHF 1'000'000 400'000 1'000'000 400'000 297'376 CHF 122'950 CHF 99.27% 99.27%
03.05.2024 3.73% 0.24 CHF 0.25 CHF 1'000'000 400'000 1'000'000 400'000 264'593 CHF 109'837 CHF 99.15% 99.15%

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