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 1.72% 0.58 CHF 0.59 CHF 450'000 150'000 450'000 150'000 259'163 CHF 87'888 CHF 98.32% 98.32%
14.05.2024 1.78% 0.60 CHF 0.61 CHF 450'000 150'000 450'000 150'000 250'979 CHF 85'160 CHF 99.35% 99.35%
13.05.2024 1.85% 0.54 CHF 0.55 CHF 450'000 150'000 450'000 150'000 240'767 CHF 81'756 CHF 98.92% 98.92%
10.05.2024 2.08% 0.51 CHF 0.52 CHF 450'000 150'000 457'363 152'454 217'875 CHF 74'149 CHF 99.38% 99.38%
08.05.2024 2.42% 0.41 CHF 0.42 CHF 600'000 200'000 600'000 200'000 245'097 CHF 83'699 CHF 99.36% 99.36%
07.05.2024 2.88% 0.37 CHF 0.38 CHF 600'000 200'000 600'000 200'000 205'807 CHF 70'603 CHF 94.64% 94.64%
06.05.2024 3.11% 0.30 CHF 0.31 CHF 600'000 200'000 600'000 200'000 190'074 CHF 65'358 CHF 99.36% 99.36%
03.05.2024 3.03% 0.30 CHF 0.31 CHF 600'000 200'000 600'000 200'000 195'569 CHF 67'190 CHF 99.35% 99.35%
02.05.2024 2.83% 0.34 CHF 0.35 CHF 600'000 200'000 600'000 200'000 209'190 CHF 71'730 CHF 99.36% 99.36%
30.04.2024 2.83% 0.36 CHF 0.37 CHF 600'000 200'000 600'000 200'000 208'990 CHF 71'663 CHF 99.37% 99.37%

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