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 1.35% 0.72 CHF 0.73 CHF 600'000 200'000 600'000 200'000 441'885 CHF 149'295 CHF 98.50% 98.50%
15.05.2024 1.29% 0.78 CHF 0.79 CHF 600'000 200'000 600'000 200'000 462'568 CHF 156'189 CHF 98.31% 98.31%
14.05.2024 1.31% 0.79 CHF 0.80 CHF 600'000 200'000 600'000 200'000 454'512 CHF 153'504 CHF 99.36% 99.36%
13.05.2024 1.34% 0.74 CHF 0.75 CHF 600'000 200'000 600'000 200'000 443'252 CHF 149'751 CHF 98.93% 98.93%
10.05.2024 1.43% 0.72 CHF 0.73 CHF 600'000 200'000 600'000 200'000 415'403 CHF 140'468 CHF 99.38% 99.38%
08.05.2024 1.56% 0.63 CHF 0.64 CHF 600'000 200'000 600'000 200'000 380'625 CHF 128'875 CHF 99.36% 99.36%
07.05.2024 1.73% 0.60 CHF 0.61 CHF 600'000 200'000 746'473 248'824 429'251 CHF 145'572 CHF 94.65% 94.65%
06.05.2024 1.81% 0.53 CHF 0.54 CHF 750'000 250'000 750'000 250'000 411'796 CHF 139'765 CHF 99.37% 99.37%
03.05.2024 1.78% 0.53 CHF 0.54 CHF 750'000 250'000 750'000 250'000 416'967 CHF 141'489 CHF 99.33% 99.33%
02.05.2024 1.74% 0.56 CHF 0.57 CHF 750'000 250'000 750'000 250'000 426'830 CHF 144'777 CHF 99.35% 99.35%

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