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
15.05.2024 3.44% 0.28 CHF 0.29 CHF 450'000 150'000 450'000 150'000 128'511 CHF 44'337 CHF 99.44% 99.44%
14.05.2024 3.30% 0.30 CHF 0.31 CHF 450'000 150'000 450'000 150'000 134'038 CHF 46'179 CHF 96.37% 96.37%
13.05.2024 3.00% 0.31 CHF 0.32 CHF 450'000 150'000 450'000 150'000 147'876 CHF 50'792 CHF 99.06% 99.06%
10.05.2024 2.92% 0.36 CHF 0.37 CHF 450'000 150'000 450'000 150'000 151'739 CHF 52'080 CHF 99.39% 99.39%
08.05.2024 2.64% 0.37 CHF 0.38 CHF 450'000 150'000 450'000 150'000 168'359 CHF 57'620 CHF 99.39% 99.39%
07.05.2024 2.69% 0.36 CHF 0.37 CHF 450'000 150'000 450'000 150'000 165'196 CHF 56'565 CHF 99.41% 99.41%
06.05.2024 2.83% 0.38 CHF 0.39 CHF 450'000 150'000 450'000 150'000 157'144 CHF 53'882 CHF 99.16% 99.16%
03.05.2024 2.87% 0.38 CHF 0.39 CHF 450'000 150'000 450'000 150'000 155'249 CHF 53'250 CHF 99.28% 99.28%
02.05.2024 3.14% 0.34 CHF 0.35 CHF 450'000 150'000 450'000 150'000 141'148 CHF 48'550 CHF 98.85% 98.85%
30.04.2024 2.28% 0.47 CHF 0.48 CHF 450'000 150'000 450'000 150'000 194'963 CHF 66'488 CHF 99.31% 99.31%

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