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 1.12% 0.88 CHF 0.89 CHF 450'000 150'000 450'000 150'000 400'666 CHF 135'055 CHF 98.97% 98.97%
15.05.2024 1.12% 0.87 CHF 0.88 CHF 450'000 150'000 450'000 150'000 400'369 CHF 134'956 CHF 98.41% 98.41%
14.05.2024 1.16% 0.88 CHF 0.89 CHF 450'000 150'000 450'000 150'000 384'584 CHF 129'695 CHF 99.34% 99.34%
13.05.2024 1.09% 0.91 CHF 0.92 CHF 450'000 150'000 450'000 150'000 410'024 CHF 138'175 CHF 98.63% 98.63%
10.05.2024 1.09% 0.91 CHF 0.92 CHF 450'000 150'000 450'000 150'000 411'290 CHF 138'597 CHF 97.39% 97.39%
08.05.2024 1.17% 0.85 CHF 0.86 CHF 450'000 150'000 450'000 150'000 381'458 CHF 128'653 CHF 99.24% 99.24%
07.05.2024 1.30% 0.77 CHF 0.78 CHF 450'000 150'000 450'000 150'000 343'349 CHF 115'950 CHF 99.57% 99.57%
06.05.2024 1.42% 0.71 CHF 0.72 CHF 450'000 150'000 450'000 150'000 314'205 CHF 106'235 CHF 99.58% 99.58%
03.05.2024 1.58% 0.61 CHF 0.62 CHF 450'000 150'000 450'000 150'000 283'084 CHF 95'861 CHF 98.32% 98.32%
02.05.2024 1.38% 0.70 CHF 0.71 CHF 450'000 150'000 450'000 150'000 323'139 CHF 109'213 CHF 99.60% 99.60%

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