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 1.35% 0.78 CHF 0.79 CHF 300'000 100'000 300'000 100'000 220'634 CHF 74'545 CHF 98.94% 98.94%
15.05.2024 1.45% 0.70 CHF 0.71 CHF 450'000 150'000 449'659 149'886 307'664 CHF 104'054 CHF 99.28% 99.28%
14.05.2024 1.53% 0.67 CHF 0.68 CHF 450'000 150'000 450'000 150'000 291'315 CHF 98'605 CHF 99.20% 99.20%
13.05.2024 1.77% 0.58 CHF 0.59 CHF 450'000 150'000 450'000 150'000 252'785 CHF 85'762 CHF 98.93% 98.93%
10.05.2024 1.53% 0.63 CHF 0.64 CHF 450'000 150'000 450'000 150'000 292'300 CHF 98'933 CHF 99.46% 99.46%
08.05.2024 1.44% 0.68 CHF 0.69 CHF 450'000 150'000 450'000 150'000 310'581 CHF 105'027 CHF 99.51% 99.51%
07.05.2024 1.52% 0.71 CHF 0.72 CHF 450'000 150'000 450'000 150'000 294'400 CHF 99'633 CHF 99.38% 99.38%
06.05.2024 1.59% 0.62 CHF 0.63 CHF 450'000 150'000 450'000 150'000 281'425 CHF 95'308 CHF 99.36% 99.36%
03.05.2024 1.60% 0.57 CHF 0.58 CHF 450'000 150'000 450'000 150'000 280'033 CHF 94'844 CHF 99.25% 99.25%
02.05.2024 1.68% 0.59 CHF 0.60 CHF 450'000 150'000 450'000 150'000 265'498 CHF 89'999 CHF 98.91% 98.91%

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