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
23.05.2024 1.56% 0.63 CHF 0.64 CHF 450'000 150'000 450'000 150'000 286'866 CHF 97'122 CHF 94.48% 94.48%
22.05.2024 1.69% 0.60 CHF 0.61 CHF 450'000 150'000 450'000 150'000 263'869 CHF 89'456 CHF 97.45% 97.45%
21.05.2024 1.71% 0.58 CHF 0.59 CHF 450'000 150'000 450'000 150'000 260'607 CHF 88'369 CHF 95.32% 95.32%
17.05.2024 1.64% 0.62 CHF 0.63 CHF 450'000 150'000 450'000 150'000 272'202 CHF 92'234 CHF 96.02% 96.02%
16.05.2024 1.77% 0.56 CHF 0.57 CHF 450'000 150'000 450'000 150'000 252'073 CHF 85'524 CHF 99.32% 99.32%
15.05.2024 1.81% 0.56 CHF 0.57 CHF 450'000 150'000 450'000 150'000 246'604 CHF 83'701 CHF 98.31% 98.31%
14.05.2024 1.78% 0.56 CHF 0.57 CHF 450'000 150'000 450'000 150'000 251'093 CHF 85'198 CHF 96.08% 96.08%
13.05.2024 1.73% 0.57 CHF 0.58 CHF 450'000 150'000 450'000 150'000 258'389 CHF 87'630 CHF 94.55% 94.55%
10.05.2024 1.84% 0.55 CHF 0.56 CHF 450'000 150'000 450'000 150'000 242'757 CHF 82'419 CHF 99.58% 99.58%
08.05.2024 1.95% 0.50 CHF 0.51 CHF 450'000 150'000 450'000 150'000 228'205 CHF 77'568 CHF 99.27% 99.27%

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