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
29.05.2024 1.38% 0.72 CHF 0.73 CHF 450'000 150'000 450'000 150'000 322'993 CHF 109'164 CHF 97.37% 97.37%
28.05.2024 1.29% 0.74 CHF 0.75 CHF 450'000 150'000 450'000 150'000 346'109 CHF 116'870 CHF 99.35% 99.35%
27.05.2024 1.27% 0.78 CHF 0.79 CHF 450'000 150'000 450'000 150'000 351'000 CHF 118'500 CHF 98.66% 98.66%
24.05.2024 1.28% 0.78 CHF 0.79 CHF 450'000 150'000 450'000 150'000 348'159 CHF 117'553 CHF 97.94% 97.94%
23.05.2024 1.28% 0.76 CHF 0.77 CHF 450'000 150'000 450'000 150'000 349'700 CHF 118'067 CHF 95.85% 95.85%
22.05.2024 1.23% 0.79 CHF 0.80 CHF 450'000 150'000 450'000 150'000 363'721 CHF 122'740 CHF 99.17% 99.17%
21.05.2024 1.21% 0.81 CHF 0.82 CHF 450'000 150'000 450'000 150'000 369'255 CHF 124'585 CHF 89.05% 89.05%
17.05.2024 1.15% 0.85 CHF 0.86 CHF 450'000 150'000 450'000 150'000 388'514 CHF 131'005 CHF 96.82% 96.82%
16.05.2024 1.19% 0.86 CHF 0.87 CHF 450'000 150'000 450'000 150'000 377'352 CHF 127'284 CHF 95.73% 95.73%
15.05.2024 1.20% 0.84 CHF 0.85 CHF 450'000 150'000 450'000 150'000 372'408 CHF 125'636 CHF 87.81% 87.81%

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