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 1.31% 0.76 CHF 0.77 CHF 600'000 200'000 600'000 200'000 454'576 CHF 153'525 CHF 99.11% 99.11%
15.05.2024 1.23% 0.80 CHF 0.81 CHF 600'000 200'000 600'000 200'000 485'618 CHF 163'873 CHF 99.14% 99.14%
14.05.2024 1.29% 0.80 CHF 0.81 CHF 600'000 200'000 600'000 200'000 462'873 CHF 156'291 CHF 99.18% 99.18%
13.05.2024 1.30% 0.75 CHF 0.76 CHF 600'000 200'000 600'000 200'000 458'044 CHF 154'681 CHF 95.18% 95.18%
10.05.2024 1.29% 0.76 CHF 0.77 CHF 600'000 200'000 600'000 200'000 461'821 CHF 155'940 CHF 99.20% 99.20%
08.05.2024 1.26% 0.78 CHF 0.79 CHF 600'000 200'000 600'000 200'000 472'893 CHF 159'631 CHF 99.21% 99.21%
07.05.2024 1.27% 0.79 CHF 0.80 CHF 600'000 200'000 600'000 200'000 468'155 CHF 158'052 CHF 99.13% 99.13%
06.05.2024 1.44% 0.72 CHF 0.73 CHF 600'000 200'000 600'000 200'000 414'896 CHF 140'299 CHF 99.18% 99.18%
03.05.2024 1.53% 0.64 CHF 0.65 CHF 600'000 200'000 600'000 200'000 388'994 CHF 131'665 CHF 98.99% 98.99%
02.05.2024 1.58% 0.62 CHF 0.63 CHF 600'000 200'000 600'000 200'000 377'119 CHF 127'706 CHF 99.14% 99.14%

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