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 1.39% 0.70 CHF 0.71 CHF 450'000 150'000 450'000 150'000 320'417 CHF 108'306 CHF 99.04% 99.04%
15.05.2024 1.40% 0.68 CHF 0.69 CHF 450'000 150'000 450'000 150'000 319'347 CHF 107'949 CHF 98.41% 98.41%
14.05.2024 1.48% 0.70 CHF 0.71 CHF 450'000 150'000 450'000 150'000 302'702 CHF 102'401 CHF 99.49% 99.49%
13.05.2024 1.35% 0.74 CHF 0.75 CHF 450'000 150'000 450'000 150'000 331'216 CHF 111'905 CHF 98.65% 98.65%
10.05.2024 1.34% 0.73 CHF 0.74 CHF 450'000 150'000 450'000 150'000 333'072 CHF 112'524 CHF 97.39% 97.39%
08.05.2024 1.48% 0.67 CHF 0.68 CHF 450'000 150'000 450'000 150'000 302'778 CHF 102'426 CHF 99.34% 99.34%
07.05.2024 1.71% 0.59 CHF 0.60 CHF 450'000 150'000 450'000 150'000 261'428 CHF 88'643 CHF 99.56% 99.56%
06.05.2024 1.93% 0.53 CHF 0.54 CHF 450'000 150'000 450'000 150'000 231'910 CHF 78'803 CHF 99.55% 99.55%
03.05.2024 2.24% 0.42 CHF 0.43 CHF 450'000 150'000 450'000 150'000 199'231 CHF 67'910 CHF 98.64% 98.64%
02.05.2024 1.87% 0.51 CHF 0.52 CHF 450'000 150'000 450'000 150'000 238'828 CHF 81'109 CHF 99.55% 99.55%

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