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
14.05.2024 3.27% 0.30 CHF 0.31 CHF 600'000 200'000 600'000 200'000 180'573 CHF 62'191 CHF 96.35% 96.35%
13.05.2024 3.53% 0.29 CHF 0.30 CHF 600'000 200'000 600'000 200'000 166'884 CHF 57'628 CHF 99.06% 99.06%
10.05.2024 3.53% 0.27 CHF 0.28 CHF 600'000 200'000 600'000 200'000 166'788 CHF 57'596 CHF 99.39% 99.39%
08.05.2024 3.73% 0.26 CHF 0.27 CHF 600'000 200'000 600'000 200'000 157'864 CHF 54'622 CHF 99.39% 99.39%
07.05.2024 3.62% 0.27 CHF 0.28 CHF 600'000 200'000 600'000 200'000 162'994 CHF 56'331 CHF 99.38% 99.38%
06.05.2024 3.45% 0.26 CHF 0.27 CHF 600'000 200'000 600'000 200'000 170'769 CHF 58'923 CHF 99.18% 99.18%
03.05.2024 3.32% 0.27 CHF 0.28 CHF 600'000 200'000 600'000 200'000 178'154 CHF 61'385 CHF 99.31% 99.31%
02.05.2024 2.98% 0.31 CHF 0.32 CHF 600'000 200'000 600'000 200'000 198'686 CHF 68'229 CHF 98.82% 98.82%
30.04.2024 3.98% 0.24 CHF 0.25 CHF 750'000 250'000 633'063 211'021 155'728 CHF 54'020 CHF 99.34% 99.34%
29.04.2024 3.94% 0.25 CHF 0.26 CHF 600'000 200'000 692'048 230'683 171'946 CHF 59'622 CHF 99.38% 99.38%

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