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 1.62% 0.58 CHF 0.59 CHF 450'000 100'000 450'000 100'000 275'752 CHF 62'278 CHF 99.38% 99.38%
15.05.2024 1.69% 0.59 CHF 0.60 CHF 450'000 100'000 450'000 100'000 264'579 CHF 59'795 CHF 99.38% 99.38%
14.05.2024 1.61% 0.59 CHF 0.60 CHF 450'000 100'000 450'000 100'000 277'703 CHF 62'712 CHF 99.36% 99.36%
13.05.2024 1.57% 0.61 CHF 0.62 CHF 450'000 100'000 450'000 100'000 285'393 CHF 64'421 CHF 98.78% 98.78%
10.05.2024 1.50% 0.65 CHF 0.66 CHF 450'000 100'000 450'000 100'000 297'437 CHF 67'097 CHF 99.36% 99.36%
08.05.2024 1.49% 0.66 CHF 0.67 CHF 450'000 100'000 450'000 100'000 298'944 CHF 67'432 CHF 99.38% 99.38%
07.05.2024 1.50% 0.67 CHF 0.68 CHF 450'000 100'000 450'000 100'000 298'499 CHF 67'333 CHF 98.15% 98.15%
06.05.2024 1.48% 0.67 CHF 0.68 CHF 450'000 100'000 450'000 100'000 302'613 CHF 68'247 CHF 99.38% 99.38%
03.05.2024 1.46% 0.66 CHF 0.67 CHF 450'000 100'000 450'000 100'000 305'500 CHF 68'889 CHF 99.34% 99.34%
02.05.2024 1.62% 0.61 CHF 0.62 CHF 450'000 100'000 450'000 100'000 275'777 CHF 62'284 CHF 99.36% 99.36%

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