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 1.20% 0.82 CHF 0.83 CHF 500'000 500'000 304'285 304'285 251'436 CHF 254'479 CHF 99.65% 99.65%
15.05.2024 1.27% 0.82 CHF 0.83 CHF 500'000 500'000 304'327 304'327 239'649 CHF 242'692 CHF 99.67% 99.67%
14.05.2024 1.30% 0.77 CHF 0.78 CHF 500'000 500'000 304'325 304'325 233'547 CHF 236'590 CHF 99.67% 99.67%
13.05.2024 1.35% 0.75 CHF 0.76 CHF 500'000 500'000 304'323 304'323 224'396 CHF 227'440 CHF 99.67% 99.67%
10.05.2024 1.36% 0.70 CHF 0.71 CHF 500'000 500'000 303'283 303'283 219'630 CHF 222'663 CHF 98.61% 98.61%
08.05.2024 1.43% 0.69 CHF 0.70 CHF 500'000 500'000 304'321 304'321 210'603 CHF 213'646 CHF 99.67% 99.67%
07.05.2024 1.41% 0.70 CHF 0.71 CHF 500'000 500'000 304'430 304'430 214'867 CHF 217'911 CHF 99.47% 99.47%
06.05.2024 1.46% 0.68 CHF 0.69 CHF 500'000 500'000 304'536 304'536 208'009 CHF 211'054 CHF 99.28% 99.28%
03.05.2024 1.40% 0.72 CHF 0.73 CHF 500'000 500'000 303'481 303'481 216'419 CHF 219'453 CHF 98.98% 98.98%
02.05.2024 2.00% 0.51 CHF 0.52 CHF 500'000 500'000 304'266 304'266 150'820 CHF 153'862 CHF 99.65% 99.65%

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